You need to assign a typographical format to a master while choosing the default geometry settings.
Such format provides an appropriate formatting for local text frames on masters, e.g. datelines, and for local text frames on pages that use that master, e.g. jump lines and similar.
In an out-of-the-box GN4 system, the J format - if it exists in the current typography - is automatically offered for the master page format.
It's a good idea to have an appropriate format ready before creating editions.
If that's not possible, at least create a dummy format with an appropriate name. In that way, you can assign it to pages, and finish it later.
It is not possible to skip the format assignment - you have to assign one format.
When selecting a format for a master in Fred4, it is possible to choose only formats that are not associated with a type, category or depth.
How many master formats you need?
A recommended solution is to have only one typographical format for masters, and to select J format for that purpose.
This may be unsuitable should you work with multiple titles, as formatting needs may vary from title to title. You can easily solve it by assigning a separate typography to every title. Then, every typography can have own J format - as the uniqueness of format names is not required within different typographies.
Master formats and custom styles for jump lines
If you intend to use custom styles for jump lines formatting, create those styles in a style library that will be available to every master page