You will need to play with the settings and how they work with your printer. Here's a quick sample (In Fusion360):
I created an ellipse and thin extruded it with a thickness of 0.4mm. I drew offset rectangles in a perpendicular sketch and then extruded that box onto the surface of the elliptical tube.
Play around with the thicknesses so your slicer will detect the thin walls. Also, you may need to chamfer the underside to avoid bridging. Here was a quick slice of this object in Prusaslicer:
Good luck!