You can insert a "dummy" record if there's no data. Say your current query is:

SELECT ID
    , [Name]
    , [FavoriteFruit]
FROM yourTable
WHERE [SomeField] = 'hello'

You can check for values and return a dummy record like:

IF EXISTS(
    SELECT 1
    FROM yourTable
    WHERE [SomeField] = 'hello'
    )
    SELECT ID
        , [Name]
        , [FavoriteFruit]
    FROM yourTable
    WHERE [SomeField] = 'hello'
ELSE
    SELECT ID = 0
        , [Name] = 'No data'

Check for Row Exists

IF NOT EXISTS(SELECT 1 FROM table)
     BEGIN
          SELECT Column from table
     END        
  ELSE
     BEGIN
          SELECT 'No records' as Column from table
     END

Add a condition for your result Table from SSRS report

Tablix Properties > Visibility > Show or Hide Based on Condition

Add a TextBox with text 'No records found' and add a condition to show based on your Dataset result.

Had that happen also with a Sub-Sub-Report. Once there are 0 Lines in the Dataset, the whole Sub-Sub-Report is not rendered. I love SSRS for those easy to find errors... I've just added the following to the original query

[..]Original SQL-Query[..]
UNION ALL
SELECT null,null,null,null,...