Shortcode with modal and CF7

Hello and thanks for this plugin.

I am trying to have a contact menu button that instead of going to a page, shows a modal with a contact form 7 form inside of the modal. This is all provided by the theme that I am using and works fine triggered with normal links on the page. I’ve tried adding the shortcode to the menu item link box, but I keep getting html output visible on the page. It kind of works but it throws a redirect trying to go to a page, due to the html output.

How can I get this to work?