I've tried to enhance the N:N Multi select control from ITAintBoring Controls to have create new option. Below is the link for the same. hopefully it provides solution for create button

irah2008/ITAintBoring.PCFControls (github.com)

please elaborate 

I've done something on this idea. It is yet to be uploaded into PCF Gallery, you may visit for more details https://github.com/irah2008/PCFGrapesJSEditor

I think the new control by Durgaprasad is what you are looking for https://pcf.gallery/tag-pcf-control/