I got this to work on a static html page. The problem seems to be the white space in the append. I also removed all the ‘\’ and changed append to use single quotes. Maybe a jQuery expert can enlighten us.
(function() {
$('#mainMenu ul li.page-item-13 a').append('<div id="megaMenuCopy"><h3>The Range</h3><p>Lorem ipsum dolor sit amet, consectetur adipiscing elit. Etiam imperdiet sapien ut quam tristique sed volutpat lectus blandit. Nullam ornare massa faucibus tellus blandit et fringilla urna interdum. Integer accumsan, libero eu vestibulum eleifend, odio enim semper urna, nec vestibulum eros magna id diam. Morbi a nibh quam, id pharetra turpis. Aenean arcu justo, semper at elementum in, hendrerit quis urna.</p><p>Donec id lectus enim, eget suscipit lorem. Sed cursus consectetur lectus sed interdum. In et congue elit. Cras quam diam, pellentesque quis sollicitudin aliquam, tempus nec orci.</p></div><ul><li id="t43"><a href="#">T43</a></li><li id="t47"><a href="#">T47</a></li><li id="t495"><a href="#">T495</a></li><li id="t535"><a href="#">T535</a></li><li id="t535"><a href="#">T535</a></li><li id="t575"><a href="#">T575</a></li><li id="t575"><a href="#">T575</a></li></ul><div class="clearBoth"></div>');
})();