Is it possible to add a link to the sidebar menu without it showing up in the header menu?

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Here's an example of what I'm looking to do.

If you look at the following site on desktop, when you hover over one of the menu titles in the header (for example 'Salwar Kameez') this is what is shown:

Now when you view it on mobile, an additional link appears on top which says 'All Salwar Kameez'. You can see this here:

That 'All Salwar Kameez' link does not show up on the header mega menu on the desktop.

Is something like this possible?