All "square" holes on a PCB will automatically have rounded corners, because they'll use a spinning router bit to mill the slot.
You can specify slots with 0-width lines on the Milling layer. You can leave the corners square or round them, but either way the corners will still be rounded. If they're located completely inside an area of top and bottom copper, most PCB services will know that it is a plated slot. I can confirm that both OSH Park and DirtyPCBs correctly interpret and produce oddly shaped internal plated slots.