Fusion of H-2 does NOT give He-4. It gives ~50:50 H-3 (1.01 MeV) + p (3.02 MeV) or He-3 (0.82 meV) + n (2.05 MeV). Either way, the missing "mass" is the mass equivalent of binding energy, E/c^2. Binding energy is negative. A bound system masses less than its separated constituent parts. You must input energy (that being mass-equivalent) to unbind it.
Fusion converts weakly bound nuclei into more strongly bound nuclei. The net difference in binding energies comes out as the kinetic energies of the product nuclei and particles. Count neutrons and protons going in versus neutrons and protons coming out. If one convetrs to the other, there must be elecron neutrinos or electron antineutrinos emitted to balance the books for energy, momentum and lepton generation number.