If I absolutely HAD to make a rectangular hole as you described, I would try to tackle it one of two ways. 1. make two pieces of steel one or both with a milled through slot, weld them together to make the part with an open slot. Then weld in a plate to make the slot blind again. 2. Build a simple EDM machine , maybe to the Ben Fleming plans like mine, and burn the slot into the steel. Corners with EDM can be square or radiused, but flushing during EDM will be better with radiused corners. (EDM is short for electrical discharge machining – not new, novel, or difficult to do)
The problem you will likely face with drilling 2 mm dia holes 30 mm deep is that they will likely wander all over and your slot will have wonky sides. You would be better off using an 8mm endmill two passes slightly apart to make the 10 mm width, and mill the slot thru, then file out the corners as needed. Afterward, weld or silver solder in a plate to make the slot blind.
As others have said, it is best to avoid blind slots especially rectangular ones, at the design stage, if possible.