Sample code for https://core.trac.wordpress.org/ticket/33536

sample-section-in-menu.php

<?php

function theme_slug_customize_register( $wp_customize ) {

  $wp_customize->add_section( 'sample_section',
    array(
      'title' => 'Sample Section',
      'panel' => 'nav_menus',
    )
  );
  $wp_customize->add_setting( 'sample_menu_option_one',
    array(
      'capability' => 'edit_theme_options',
      'priority'   => 1,
    )
  );
  $wp_customize->add_control( 'sample_menu_option_one',
    array(
      'label'   => 'Menu Option One',
      'section' => 'sample_section',
    )
  );

add_action( 'customize_register', 'theme_slug_customize_register' );