Hello Hazzer,
I hope you're doing well. In the DRC > Distances > Copper/Dimension parameter. This parameter controls how close the polygons can get to the dimension layer( aka edge of your board). This would be the correct way to pull copper away from the edge.
With that said, zero width polygons are in general not a good idea, they generate tons of CAM data with little benefit. Our rule of thumb for polygon width is use the largest with that will give you acceptable polygon resolution. As you have also discovered the width of the polygon controls the thermal connection, if you need a thicker thermal connection you can just draw in the wires manually.
Hope this helps.
Best Regards,
Jorge Garcia