That sounds strange! Have you already tried "Script" --> "Feature Scripts..." --> "Regenerate"?
It wasn't listed there (I have another computer with PI and LFHH installed, so I had a comparison).
I solved the problem in other way:
After I've checked "Script" --> "Feature Scripts..." --> "Regenerate" and saw, that there is no LFHH, I have started the PI 1.8.5 installer, chosen "Repair" and execute it.
After repair, I've started the PI and got notification, that I have 16 new updates (there was also LFHH) - I've chosen all of them, made an update and closed PI.
After closing PI there was a new notifiaction with information about installing new updates, I have chosen "restart PI" and now everything is OK, the LFHH is in the script "utilities" menu.
During the first installation of the LFHH update, I did't chose "restart PI" and I've shutted down the system after closing PI. Probably that was the point where I've made a mistake.