Interesting dilemma. The easiest solution might be to create these shapes as graphics in another tool and name the graphics "hover", "selected", etc. and let Storyline apply these graphics as the needed states.
Building them directly in SL can be problematic since you do not want the "normal" states' characteristics to transfer to the other built-in states which is usually the case. By duplicating the normal state and then editing, as opposed to just adding a new state, you might find this easier.
See my attached example. My attached example will work best on solid background slides.