You could try to create an inline image from the "THICKLINE" shape and insert it as an HTML element in the email message?
Sub Email_SLIDE_RANGE_Image_and_Notes2() Dim OlApp As Object, OlMail As Object, olMailItem As Variant, WordDoc As Word.Document, sld As Slide
Dim TempFilePath As String, TempFileName As String, ThickLineImagePath As String
On Error Resume Next
Set OlApp = CreateObject("Outlook.Application")
Set OlMail = OlApp.CreateItem(olMailItem)
OlMail.htmlbody = "<html><br><br>"
OlMail.To = ""
OlMail.Subject = "..."
OlMail.display
' Save the THICKLINE shape as an image
TempFilePath = Environ$("temp") & "\"
TempFileName = "ThickLineImg.png"
ThickLineImagePath = TempFilePath & TempFileName
ActivePresentation.Slides(1).Shapes("THICKLINE").Export ThickLineImagePath, ppShapeFormatPNG
For Each sld In ActiveWindow.Selection.SlideRange
sld.Copy
Set WordDoc = OlMail.GetInspector.WordEditor
WordDoc.Application.Selection.Paste
' Add a couple characters after each slide to move the notepage text to beneath the slide image
ActivePresentation.Slides(1).NotesPage.Shapes.Placeholders(2).TextFrame.TextRange.Copy
WordDoc.Application.Selection.Paste
ActivePresentation.Slides(sld.SlideIndex).NotesPage.Shapes(2).TextFrame.TextRange.Copy
WordDoc.Application.Selection.Paste
' Add the THICKLINE shape from the image saved earlier
OlMail.HTMLBody = OlMail.HTMLBody & "<img src='cid:" & TempFileName & "'><br>"
Next sld
' Attach the THICKLINE image to the email
With OlMail.Attachments.Add(ThickLineImagePath)
.PropertyAccessor.SetProperty "http://schemas.microsoft.com/mapi/proptag/0x3712001F", TempFileName
End With
Set OlApp = Nothing
Set OlMail = Nothing
Set WordDoc = Nothing
End Sub