You should be able to build components on any pad
type. If it's not working can you just send me that one gerber
layer and I'll be happy to review. My immediate suggestion at this
moment would be to convert those pads to flashes and the run Build
Compnents. Here's a sample tutorial which shows how to convert
flashes and then run build components:
Yes, for THT components, you may use the Mask layer instead (since the THT footprints won't appear in the paste layer).