I then decided to also get the Level 2 expansion, so after purchase, I downloaded and installed with antivirus off. During installation, an 'error 5' came up and I aborted the installation. I retried the installer with the same result.
The problem doesn't have anything to do with the installer, and it's likely caused by having started the installer when either the sim was still running, or when it was just closed, because you started the installer too quickly.
Reinstalling after a Windows restart should fix this.
Another possible reason for that error, is an antivirus blocking some files, since "error 5" really means "Access denied", which can be either caused by running the installer when the simulator hasn't closed completely, or because an antivirus is blocking access to some files/folders.
Installing with the antivirus disabled and configured to exclude the whole Addon Manager destination folder should fix this. This will likely cure the missing GSX menu, which is almost invariably caused by the antivirus mistakenly blocking parts of the software.
If that still doesn't work, the thread named "Addon Manager not showing up in P3Dv4 **SOLVED**" thread lists all the known solutions for missing menu entries from the "Addons" menu:
http://www.fsdreamteam.com/forum/index.php/topic,17484.msg122656.html#msg122656