How to wire a 240V disconnect panel for spa that does not require neutral?
The first configuration seems correct.  The second is definitely wrong, and the third may just be a waste of wire.
If the spa has only 240 volt loads, then a load side grounded (neutral) conductor is not required.  Which means you won't have to connect the grounded (neutral) pigtail from the GFCI breaker.
If you really wanted to, you could should install a grounded (neutral) as in the third configuration. This might be worth doing, if you might add 120 volt loads in the future.
Check the manufacturer's installation instructions for both the spa pack, and the breaker to be sure. But you should just be able to cap the pigtail with a twist-on wire connector.

After further review
According to Schneider Electric's faq, the line neutral must be connected. So configuration 3 is the only way to go.

On 2P 15A to 50A the GFI breaker will work with or without a load neutral wire. However, if there is no load neutral wire the breaker neutral (white curly wire) must still be connected to the panel neutral.
On 2P 60A and all 3P (QO only) there is no load neutral wire connection on the breaker. Again the breaker neutral (white curly wire) must be connected to the panel neutral.