Altium 18 - Pad on board edge in 3D-VIEW/3D-PDF
Unfortunately, Altium does not automatically register plates holes as castellated holes. It is up to the board house on how they understand your gerbers. It is best to note in the gerber files that those are edge plated castellated holes. Otherwise they might not come back edge plated. It may just have to look ugly in the 3D view.