Ah. 3D stroke is a third-party plugin by Trapcode. A must-have, in my opinion.
If you don’t have it, consider drawing a mask in the shape that you want (long arc with bulging middle). Then make the drop shadow by making another mask, but straight this time, using a black solid, blurred, semi-transparent.
All this would be 2D fakery, not 3D, if you don’t own 3D Stroke.