Trust accounts do not exist under a matter until a payment is made. Once a trust payment is made, no matter what the balance is, it shows up. This is a product of how ProLaw is structured and not a bug.
One solution is for the client to make a payment over the phone. A firm user can log into ClientPay and process the payment as a General Sale. All general sales are unallocated, which means you must manually enter them into your ProLaw system instead of posting from "Journals."
If a client wishes to make their initial retainer payment online instead of calling in for the firm to process the payment over the phone, one way to trick the system is to go into Journals in ProLaw a create a $0 journal for that matter against Trust (see image below).
Once you do that, the trust account appears (see image below).
As long as the online user has been given the ability to make retainer payments online (see image below), the option will appear when they log into their account.