I've had the same problem with Notepad++ 8.5.7, Dopus 11.x, Windows 10. Inspired by what was mentioned in this thread, here's my solution. Notepad++ changed their shell dll location in the versions above 8.4.9.
Before 8.4.9:
Notepad++\NppShell_06.dll
After 8.4.9:
Notepad++\contextMenu\NppShell.dll
The new NppShell.dll is the problem, so what I did was install 8.4.9 (this will provide me the good NppShell_06.dll, it won't be deleted when I reinstall 8.5.7), then reinstall 8.5.7 (the latest). From the folder of the installed Notepad++, run the command:
regsvr32 /i NppShell_06.dll
Close Directory Opus completely then restart it. The "Edit with Notepad++" now works in Windows Explorer and Directory Opus. I hope this works for you.