The following plugin or his modification might be the solution for you.
Automatically adds menu items by category.
However, the first item must be added manually, and then you must click to automatically add subcategories in the menu item.
If I know correctly, it only adds categories.
No blog posts or pages.
Plugin:
- Add Descendants As Submenu Items
https://wordpress.org/plugins/add-descendants-as-submenu-items/