Make sure the NET ("gnd","vcc",or "my_special_net") exist at first in the schematic cause "signal pin" need to be connected to an existing net.
I think the signals pins should appears in the netlist,otherwise they can't exist when transfered to PCB.
Once the pin of the D2PAK is really connected to a net you will be able to create a local copperpoor and connect it to the thermal pad
An other solution could consist to define thermal tab of the D2PACK as "GATE-A pin" ,connect the pin in the schematic and go.
In any case,the pin and the signal must be present in the netlist (or added later in the PCB by ECO mode) to exist in the PCB when transfed to generate a connected plane or copper aera.
May be others solutions exist (?)