Create an alert that would detect whether Solarwinds has lost connectivity to a specific device and no data is already being polled
This sounds like something you can create in Alert manager without needing any new features in Orion. Can you describe a little more?
Client want to provide alerts when solarwinds doesn't already poll data from devices
Well if Orion doesn't already monitor a device...it won't know that there is a device that it should alert on, nor will it know how to alert.
It sounds like what your customer might want is a scheduled network discovery job. You can schedule discovery to scan subnets, Active Directory, etc on a periodic basis. You can then send them a notification or a report for any new or changed devices that this network discovery job finds.