I am having this exact issue as well, in 11.3, but with ListPointPlot3D. I found the replacement rules with Missing[] or \[EmptySet] got rid of the errors, but didn't actually make the plot. I ended up instead replacing the empty lists with a single point at the origin, and then adding an If statement to PlotStyle to assign None if the length was zero., which preserved the structure of the Legend

When I have had to deal with this issue I have generally replaced the empty list by a list with a single element with the value Missing[]. In the case of DateListPlot, I use an arbitrary date with its corresponding value as Missing[]. E.g.

ListPlot[{d, {Missing[]}}]

I thought I would try the same solution with DateListPlot, but it doesn't like the empty set.

Hi,

I have no really nice way of doing what you want to achieve, but I noticed that:

ListPlot[{d, {\[EmptySet]}}]

plots fine. And so does

ListPlot[{d, {_, _}}]

I guess that this command

ListPlot[{d, {{}}} /. {{}} -> {\[EmptySet]}]

could be useful. If you do that Mathematica does draw legends:

ListPlot[{d, {\[EmptySet]}}, PlotLegends -> Automatic]

Unfortunately, I do not really understand what you mean by "I can't just strip out the empty lists, since their identity is important and corresponds to a legend.", and therefore am not sure whether this is useful at all.

Cheers,

Marco