How can I create a custom page shape? Looking for an enveloppe shape

yes, speak with your printer as to how they would like to get artwork from you.

As an example, for a pre-litho envelope (where the paper is printed before it's converted to an envelope) they can supply you a dieline to use, or you can make your own in Illustrator (see example below for a no10 envelope). If they are sinmply able to print on both sides of a stock envelope, you can place an appropraite dieline so yo have a good guideline as to where to place copy. (second example). Make the dielines in illustrator with a spot colour called dieline and your printer can separate it in the prepress workflow.

Hi,
well since all papers are somewhat rectangle this is not possible like you might think.

Usually everything is printed on normal paper sizes (be it large sheets or paper rolls in print) and in a second step via special machines and tools cut down. This is what cut or die lines are used for (search for "die cutting" on youtube and you will understand what I'm talking about).

So in such case you create a special spot color, name it e.g. "die line", and, important, set it to overprint.
Then your printer (or specialized companys) can use the path information of this to create a custom tool which cuts down the "normal" paper to your custom shape. Depending on what you want to do there could be templates from your printer which they can provide you with and you should use.

In your case – just two angled lines – this probably just would be cutted at an angle (so no custom tool).
So you just set up marks (= normal .25 pt lines with the color "Registration" applied) outside the bleed, I recommend using the slug area for this. 

But in any case you definetly should communicate with your printer about how to set up the document in your case.
Your printer will thank you.