You can set the bagpipe sound to the left hand, and turn the sustain pedal function to "ON" for the LH only. Set the RH sound to bagpipes too, and after you hit the LH "D" note, step on the sustain pedal and the D will sound forever. If the panel voice doesn't sustain, you'll have to use an XG tone. Yamaha's newest sounds don;t all respond to sustain in the same way.
Save to a registration and you're set!