Create a user script to show a "Create new item" link in the property value of the drop-down menu on wikidata.org
You need to be logged in on wikidata.org with your account. Then you can create your user script in https://www.wikidata.org/wiki/Special:MyPage/common.js
That script should insert a "create new item" link into the dropdown menu for when you want to add an item to a property, but the item does not exist. The link should go to https://www.wikidata.org/wiki/Special:NewItem
This project should start as an on-wiki Gadget.
Please see https://phabricator.wikimedia.org/T107693 for more information and also for your potential follow-up questions/discussion, as more people will see your comments in public Phabricator (Help) than on the non-public GCI site.