More precisely, can we build a norm $N$ on $\mathbb{R}^2$, such that the ratio circumference / diameter (computed with norm $N$) of a standard circle is $42$?
(By standard circle, I mean a circle defined with the Euclidean norm, i.e. $x^2+y^2 = r^2$, and not a circle defined with the norm $N$).

It's hopeless to get anything greater than $\pi$ with your definition:
Let $N$ be a norm on $\mathbb{R}^2$. By the positive homogeneity of the norm, it's enough to address only the case of the Euclidean circle $C$ centered at $(0,0)$ of radius $1$.
Now we clearly have $$P_N\leq\pi d_N,$$ hence $$\pi_N=\frac{P_N}{d_N}\leq\pi.$$
The mistake in Yves Daoust's answer is in point 2 when he says by symmetry we can assume $x=y$. This is wrong for $p>2$: the vectors on $C$ that lie on the line $x=y$ will have a minimal norm, so the diameter is not attained there. It's attained on the axes, so that $r_p=1$ when $p\geq2$.