I recreated Balotelli in fifa 21 since he was not even placed among the free agents. At the time of editing you can't even choose the "free agent" category but you can solve the problem, for example first put Balotelli in any team, then from the other menu you transfer him to free agent and that's it. For any doubt let me know.
Another thing, better not put known as (Super Mario) otherwise his name and surname will disappear in the main menu of the player.