Patch a contrib module with a patch that contains new files
I would recommend you consider switching to composer and composer-patches. I don't think drush make is still actively maintained?

Quick google search pointed me to http://www.anexusit.com/blog/how-to-apply-patches-drupal-8-composer for example. That works fine, also for patches that add new files. The only case where that is a problem is core, due to different path structures in drupal/core and then it doesn't apply it correctly.