SMT or FIDUCIAL PAD (without drill) on multiple internal layers

You could use a Mechanical Hole as the Padstack Type. Add the named Layers to the Design Layers and define the required Pads. There are warnings generated when the Padstack is saved but the Padstack will be saved anyway and can then be used. Since you know the design intent, you can ignore the warnings. The cross-section of the destination Symbol / Board must have a match for the Design Layers defined in the Padstack, otherwise the Padstack won't load.

Thanks, I will check. It would be nice if Cadence added "Allow multiple layers" under "Options" in SMT PAD Stack :)

Then it wouldn't be an SMT Padstack, would it? If you are dealing with multiple cross-sections, PCB Editor will "work out" which is the "outer" layer and adapt the Padstack accordingly. That should also be true for Embedded components with the Miniaturization Option but it's unlikely that a fiducial would be needed in that case.

I think the pick&place machines would need multiple fiducials to correctly align/orient the board for embedded components placement ( especially with panelized designs ) 

Fiducials are provided in a minimum of 3 numbers to mark the XY coordinate of the PCB , Main fiducials are placed in the corners of the PCB, certain fine pitched components have local fiducials eg BGA.

Solder mask is kept open for these smd fiducials.

The pick and place machines take references from the fiducials.