Hi:
PROC REPORT can only show what is in the dataset specified by the DATA= option. If the dataset (let's call it WORK.NEW) has zero observations, then you are probably seeing messages like this:
NOTE: No observations in data set WORK.NEW.
NOTE: No observations in input data set.
If you need to find out whether there are observations in the data set so you can change your program logic to insert an observation with all missing values, then you will probably need to look to more advanced programming techniques or using SAS Macro programming to craft a solution.
cynthia