JSFiddle - React, Tailwind, and code Playground

HTML

<link rel="stylesheet" href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css">
<div class="m-2">
  <ul class="nav nav-pills nav-wizard">
    <li class="nav-item">
      <a class="nav-link" href="#">Link</a>
    </li>
    <li class="nav-item">
      <a class="nav-link" href="#">Link</a>
    </li>
    <li class="nav-item">
      <a class="nav-link active" href="#">Active</a>
    </li>
  </ul>
</div>

CSS

.nav-pills.nav-wizard > li {
  position: relative;
  overflow: visible;
  border-right: 15px solid transparent;
  border-left: 15px solid transparent;
}

.nav-pills.nav-wizard > li + li {
  margin-left: 0;
}

.nav-pills.nav-wizard > li:first-child {
  border-left: 0;
}

.nav-pills.nav-wizard > li:first-child a {
  border-radius: 5px 0 0 5px;
}

.nav-pills.nav-wizard > li:last-child {
  border-right: 0;
}

.nav-pills.nav-wizard > li:last-child a {
  border-radius: 0 5px 5px 0;
}

.nav-pills.nav-wizard > li a {
  border-radius: 0;
  background-color: #eee;
}

.nav-pills.nav-wizard > li:not(:last-child) a:after {
  position: absolute;
  content: "";
  top: 0px;
  right: -20px;
  width: 0px;
  height: 0px;
  border-style: solid;
  border-width: 20px 0 20px 20px;
  border-color: transparent transparent transparent #eee;
  z-index: 150;
}

.nav-pills.nav-wizard > li:not(:first-child) a:before {
  position: absolute;
  content: "";
  top: 0px;
  left: -20px;
  width: 0px;
  height: 0px;
  border-style: solid;
  border-width: 20px 0 20px 20px;
  border-color: #eee #eee #eee transparent;
  z-index: 150;
}

.nav-pills.nav-wizard > li:hover:not(:last-child) a:after {
  border-color: transparent transparent transparent #aaa;
}

.nav-pills.nav-wizard > li:hover:not(:first-child) a:before {
  border-color: #aaa #aaa #aaa transparent;
}

.nav-pills.nav-wizard > li:hover a {
  background-color: #aaa;
  color: #fff;
}

.nav-pills.nav-wizard > li:not(:last-child) a.active:after {
  border-color: transparent transparent transparent #428bca;
}

.nav-pills.nav-wizard > li:not(:first-child) a.active:before {
  border-color: #428bca #428bca #428bca transparent;
}

.nav-pills.nav-wizard > li a.active {
  background-color: #428bca;
}