I'd say there was no problem driving with zero EV range left. We've all done it and the car is designed to do it.
You're also in good company if your indicated range suddenly drops to zero because of a dodgy battery module. Many of us have been there (myself included).
Fisker Karma EcoChic #1030 : Mercedes CLK63 AMG: Audi Q7 Prestige : Honda CBR1000RR