This is probably one of those things where I find it easier to just make a matte overlay and use it over and over again inside the project. Inside Fusion or Photoshop or AE....wherever. Create your frame inside a 1920 x 1080 (or what ever you are working in) frame size. put black around the rest of the frame, with a matte cutout in the shape you want. You may want to create the edges with a slight blur, or some other imperfections. Then when you bring it into Resolve, you can drop it onto a new track, adjust the shot underneath to fit the hole and move on.
Doing it with a window might work, but you may find getting the corners even is a bit difficult, and with all the fussing about with bezier handles, it would be quicker to make a keyable element and move on.