Create a polar cap with a diode?
That's not a polarized cap you're seeing on the schematic

The universal sign of a polarized capacitor, regardless of whether it is using straight-plates-with-hatching, straight-plate/bent-plate, or plate-in-plate symbology, is the + sign that marks the actual polarity of the capacitor on the schematic.  From the lack of that plus sign here and the fact this is an AC filter, we can infer the cap is a non-polarized type (such as a film capacitor).

But don't just put any old cap in there!

However, since this is an AC mains circuit, the capacitor you need to use here is what is called an X-rated capacitor.  These are tested by UL and other agencies to withstand mains voltage surges without catching on fire, and carry an AC voltage rating (unlike most caps, which only have a DC voltage rating) as a result, in addition to being festooned with agency approval markings.  Furthermore, the "275VAC" rating on an X capacitor is a maximum nominal voltage rating, not a maximum working voltage rating -- in practice, a 250VAC capacitor is fine for 240VAC applications, and either will work for 120VAC applications.