Kicad: How to add a Filled Zone around a Net with a single pin?
Why don't you show the pin going to something like a test point in the circuit? If it doesn't connect to anything it won't be seen as a net and having it connected to an otherwise unused power pin will not generate a net either.

There's a design that I did recently that had a wire coming onto the board and being soldered to a piece of copper - on the circuit, i made the copper = a test point and the footprint/decal in the PCB section I defined a shape of copper which had a pin number