Actually, what you want does exist, but getting it is pretty technical. You have to hack the XML of the presentation. Here's my article on doing that on a Mac: OOXML Hacking: Editing in macOS The OOXML Tools plugin for the Chrome browser is free and good enough for this job.
Start by inserting an Elbow connector on a slide. The connector must be unattached to any shape.
Then open the presentation in OOXML Tools and find ppt/slides/slideX.xml, where X is the number of the slide. Look for XML like this, the start of the Elbow Connector shape:
<p:cxnSp>
<p:nvCxnSpPr>
<p:cNvPr id="3" name="Connector: Elbow 2">
A few lines further down is the name of the shape preset:
<a:prstGeom prst="bentConnector3">
<a:avLst/>
</a:prstGeom>
Change bentConnector3 to bentConnector5. In OOXML Tools, click on Save, then click on Download. Open your Chrome downloads folder, then open the revised presentation. Drag the ends of the connector to the shapes. Please note, bentConnector5 has 5 straight-line segments, while your drawing has 6. That's as good as it gets, sorry.
Here's a screenshot of a slide showing the 2 connectors you can add in PowerPoint (bentConnector2 and bentConnector3), plus the 2 you can only add with OOXML Hacking (bentConnector4 and bentConnector5):