You will want to modify the .dlt file that you are using to have the keyword "?SeparateSlotHoleLegend" as a 'yes'
The dlt fiel can be found in <install_dir>/share/pcb/text/nclegend/default-xxx.dlt (where xxx is 'mil', 'in', 'mm' the units you are using.)
This file is self documenting and allows you to customize the way your legend is created. Below is the portion that applies to your question.
; A legend can be created for slot holes that is separate from the legend
; for the drilling of normal thru holes. The legend is controlled by the
; MANUFACTURING class NCLEGEND-SLOTS subclass and the legend table graphics
; group name is NC_LEGEND_SLOTS. A setting of "yes" will create the separate
; legend, with the default setting being "no".