When editing the footprint, start with a basic pad shape, perhaps rectangle as you have already done, or maybe rounded rectangle as this might be closer to the shape you want to end up with. With the pad selected, go to Setup, Define Pad Shape, and you will be into the pad shape editor. Here you can alter the outline of the pad to be any shape you want, be it something with rounded ends, or whatever. You can do the same to the drill hole/slot, altering this to a special shape to fit your needs if one of the basic drill/slot shapes doesn't suit.
Within the simple constraints of one non-self intersecting shape for the perimeter and one for the hole, you can create pretty much any pad shape you want. The application will then deal with things like over-sizing on the solder resist layer for you.
It appears to be a slot with a pad on a connector so it looks to me like a lug for the shielded enclosure for the connector and not a signal carrying connection.
If this is the case then I would be pragmatic here, bearing in mind it's a through hole connection for this lug so not a solder paste pad, and not bother following the manufacturer's recommendation exactly.
I'd edit the pad style to have:
Shape: Rounded Rectangle Width 1.90 mm, Length: 2.075 mm, Corner Radius 0.6 mm
Drill Plated Through Size: 0.60 mm, Shape Oval Offset 0.0 and 0.50 mm, Length 1.30 mm Rotation 0.90 mm
Then I'd put one pad down at 90 degrees and the other at 270 degrees.
I'd be interested in seeing the datasheet for this connector.
Apologies for the small technical issue, for security reasons we have to explicitly 'unblock' files by file extension and had overlooked .PFP files. All sorted now.