Welcome ilarioq!
Fillet is a common tool which connect two entities with a circular arc. Therefore the lines have to be cut/lengthen to match the radius.
In your case you need to draw an elliptical arc. Find it in the Tools -> Curve menu.
Unlike the Fillet tool, which finds intersection an center points itself, you might need some construction lines to find the arc center before you can finally draw the arc.
This kind of connection is unusual and needs much more parameters for a defined solution, thus there is no special tool for it.
Armin
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