Yes the Form 1099-R is erroneous. Code G with the IRA/SEP/SIMPLE box marked reports a rollover from a traditional IRA to a traditional account in an employer plan like a 401(k). A conversion to a Roth IRA is to be reported code 2 or code 7 depending on your age and will have the IRA/SEP/SIMPLE box marked. (Although a Roth conversion at a particular financial institution is a type of rollover, the term "direct rollover" signified by code G only applies to rollovers to or from an employer plan like a 401(k).)
Simply changing the code will likely result in a red flag being raised with the IRS. You should request a filing extension and request a corrected Form 1099-R.
