I would like to make a USB dongle key using my recently-purchased and yet-to-be-activated CMS 11.1 PE-Plus activation key.

I am unable to find a link anywhere on the Download page where I can download the promised Dongle Maker software tool. I even "purchased" the free tool by adding it to my cart and stepping through the product purchase rigamarole.

Where the heck is it?

Did you ever find it?
I found mine here:
https://www.intellicadms.com/user-profile/store-profile

USB dongle (device used to store activation information). In the CMS 11geometry dash.1 PE-Plus software, find and select the option to create a USB dongle key. Proceed with the USB dongle key creation process through the software.