Wait. Are you creating a pad or a zone here? Is it possible that you try to make a thermal pad with zones instead of making it in the footprint editor out of a smd pad plus tht pads?
Look at any qfn footprint that includes -1EP in the name for inspiration on how this could be done or follow Tutorial: How to make a footprint in KiCad 5.1.x? - #3 by Rene_Poschl (Link points directly to the section that creates a qfp with an exposed pad plus thermal vias)