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Use aspect_ratio to control the aspect ratio (which was "deformed" by adding the polygon), and alpha for transparency, e.g.:

var('x,y')
E = EllipticCurve(y^2==x^3+4*x^2-5*x+2)
L = [(-6,-20),(-6,20),(6,20),(6,-20)]
frames = plot(E,xmin=-6,xmax=6,ymin=-20,ymax=20,color='red',thickness=3,aspect_ratio=1/6)
frames += polygon(L,color=hue(0.40),alpha=1/3,aspect_ratio=1/6)
frames.show()