How to create a qcow2 file that is not thin provisioned?

You can use the preallocation option.

qemu-img create -o preallocation=full -f qcow2 /var/lib/libvirt/images/urb-dat0.qcow2 10G

Reference: https://linux.die.net/man/1/qemu-img

Preallocation mode (allowed values: off, metadata, full). An image with preallocated metadata is initially larger but can improve performance when the image needs to grow. Full preallocation additionally writes zeros to the whole image in order to preallocate lower layers (e.g. the file system containing the image file) as well. Note that full preallocation writes to every byte of the virtual disk, so it can take a long time for large images.