I have right click integration with CMDer to pop up a console, but it's defaulting to my user directory instead of the directory I performed the right click in. If you press Win+R and run cmd, or hold shift and right click to open a command prompt from the context menu; the command prompt opens up at that location. I've been able to get CMDer/ConEmu to pick up on that use it, however it seems to be a plain command prompt, no additional features supported.
Ideally I could elevate to run as admin, have tried -new_console:a in the integration settings menu with no luck.
AFAIK CMDer forced your active directory to the user profile. Bare ConEmu do not do that. That's because cmder initialization scripts.
However without precise description hire do you set up your menu item (screenshot) and example of the directory you are trying it's impossible to be sure.