As we know that this feature is only available in Extra and is not available in Divi. Although we can try this in Divi but it will become little tough due to customizations in core files.
I have a problem, there is only Mega Menu List option, I mean I did not find Mega Menu Options 3 Featured and
Mega Menu 2 Featured and Recent List. Can you help me?
Have you assigned featured category to posts?