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