Hi John,
Im getting a little confused to where you are at now (its a long thread). From what I can tell you now have proved that the menu entries dont exist unless you are logged in with a user that has privilage to see those folders. You wont be able to get those menu items automatically, unless you are logged in (I dont think theres anything you can do about that).
What you might want to consider is changing track and putting a members link somewhere else -eg in the top nav, seperate from the normal nav you are using. In our site we have a login button up top which goes to a customised (template override) of the normal login page. We have logins as not required in the right settings file so anonymous users dont need to login either.
If a user has logged in, the normal nav you are using will now include any stuff the users have access to.