Collecting Wait Stats
The preemptive_xe_* wait types are associated with Extended Events from what I understand and can find. Considering that and your first sentence:


  We currently use a monitoring tool which shows us our top wait stats either by number of waiting tasks or total wait time. 


I would start looking at your monitoring tools as the culprit. However being that your data from Paul's script shows average wait is low I would not put to much concern into it right now.

Your main challenge here that I think you may be overlooking is your user's told you there was a slow down in the system/application. Most will always point to the database/server as the culprit. My general next question when someone tells me that is "what portion of the system is slow". If they tell me things like pages loading slowly, and they are not actually executing any ad-hoc reports or queries, I ask them to check with the server folks or application admins to ensure nothing else is messed up. Then while they are doing that I will go check the database server performance. However as you have shown if the XE wait type is the only one above 10% or so I don't think the issue is with the database server.

If you want to find the culprit of that wait type you can begin querying sys.dm_os_waitting_tasks, this will show you the session_id and wait that is occurring. You can also use sp_WhoIsActive to get similar information a bit more easily. I would bet you are going to find it to be sessions associated with your monitoring tool.