Creating one is the way to go. Anytime you come across a missing library file be it symbol, schematic and the 3D libraries, to me I have always added them by myself. I search for them from 3D Models (kicad.github.io) and other sites and then load them into my KICAD EDA .
There is no standardistion to these connectors, so choose your connector first.
You might want to see if you can get away with circular holes if your PCB maker wants to charge extra for routed slots