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) - #4 by sven
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?