Proteus thermal exposed copper (opening) for the pcb layout
The paste (more properly solder paste) layer defines where solder paste is to be printed on the board during assembly.  It's used to make the solder paste stencil.

The resist (more properly solder resist) layer is what you want.  "Solder resist" is synonymous with "solder mask".  I'm not familiar with Proteus, but usually solder resist layer is negative, meaning that if there's something drawn on that layer, then that's where solder mask will be missing in the completed design.