It is writing itself into DAEMON.Tools.Pro\Shell and that is the problem. Still you should find another way to implement the shell command and not just write into there.
As you also write into .iso\shell why not just doing it that way.
MDX is not available in options for context menu, but it is added to context menu (when program restarts), also when mds is unchecked.
Also ImgBurn 22.214.171.124 can't burn MDX and therefore the integration to shell is not necessary.