A filled zone (with a net) must be connected to a pad (of the same net) for it to fill. This means either the center point of a pad must be inside the zone or you need to connect it using traces and or vias to a pad.
This is to avoid orphaned zones.
More details: Filled Copper Zones not showing up in Gerbers/Printouts/3D view
Your last screenshot does not look like it has this problem (at first glance). For that case ensure you have selected one of the nets present in the pads of the footprint you placed. Also make sure you redraw the zones.
Additional problems can arise from the clearance and thermal spoke settings. Try to set the zone to connection solid or draw a short trace from the pin into the zone.