Beginning in 18b, you can parent an axes into a uifigure. This means that it is possible to draw the new ellipse ROI in App Designer as follows:
ax = axes(app.UIFigure); drawellipse(ax);
This page has some more info on current axes support in uifigures:
Specific to the new ROIs, context menus and mouse pointers are not currently supported, but the basic interactions should work.