Yep, that worked.
So here it is
1. download
https://github.com/xupefei/Locale-Emulator/releases 2. Unpack the zip file in a folder in your program directory
It's a 32 Bit program, so I suggest
C:\Program Files (x86)\LocaleEmulator
3. Run LEInstaller.exe as Admin (won't work otherwise)
4. Run LEGUI.exe (I think also here you need Admin rights)
5. Create an entry for "Run in English (US)", select the "english (usa)" locale, you can add also other locales and options for admin mode, your call. I don't think that the time zone is important.
6. INSTALL Shantae - Risky's Revenge using the context menu "run in english" (in my case both USA and UK worked).
=> Risky's Revenge will now permanently run in English
7. RUN Shantae and the Pirate's Curse using the same context menu
=> Pirate's Curse will now be in english, everytime you run it using the menu. Note, In my case, only USA works, UK doesn't.
This should also work for "some" other games, Phoning Home now also runs in English. Other games however (Batman the Telltale Series) didn't show the context menu, I don't know why.
note: During the installation of Risky's RevengeI had to disable the ransomware protection of my antivirus. Maybe this is because I didn't use the admin mode option in the context menu entry. Feel free to experiment if it makes a difference.