The 3Dview in the Footprint making tool does Not show the complete story. Hence, my comment to draw a PCB shape and view in PCB 3Dviewer. (Need outer shape to enable subtracting Hole from footprint and can’t do that in footprint tool)
It’s not a perfect world… but, often cleverness can prevail to yield something acceptable, recognizing acceptance of short-comings.
The Copper will be connected. But, DRC and Net-highlighting may not play well. Note, there are other ways to get there but, I’d be repeating previously posted info; i.e., consider a PNG and use the Bitmap tool to make a real Footprint. Or, Use the Custom pad making ability (screenshot below)… Or, learn to use FreeCAD and make your own…
Unlike a THT (with Cu in the hole’s wall) doing what I showed does Not provide a connection between Front and Back Cu.
You can place a THT Pad on it and that will connect them.
You can use an SMD Pad on the Cu if needing that as a ‘Trick’
Screenshot below shows THT and SMDpad relating to my comments… Also shows Custom/Primatives Pad tool with partially drawn semi-circular pad…

