It is actually possible to create already, but the process isn’t as user friendly as adding other types of collision shapes. You can create a file with extension .convexshape and add that as a collision shape. Some additional details here: Does defold support only three shapes for collision? (SOLVED)
Now this is obviously not the way we want it to work. It would be nice if there was an editor for convex shapes. Maybe and Editor 2 feature @Erik_Angelin, @Ragnar_Dahlen, @Ragnar_Svensson?