There is a “XF” parameter which adjusts the fades. You find it right of the Size parameter.
The main concept behind wavetables is to import single-cycle waves. After you’ve captured the full wave-cycle, HALion can play this for as long as you wish. With this approach in mind, there’s no need to capture 2 seconds of the same wave, like you suggest.
The pitch of the wave in your sample is much too low. In your picture the extraction window covers only one half-wave. Please raise the pitch of the sample, either with an external program or by resampling it in HALion, and you’ll be able to capture the full wave-cycle.
I hope this gets you where you want.