It's not easy but you may find ways to narrow the origin.

One possibility is to check the journal file entry where the corresponding global node of the HL7 Message
To identify what journal file to check/search look for a non empty HL/ message this ID cose to the empty orphaned message and find the date/time it was created.

HL7 messages (not segments) are stored in ^EnsLib.H.MessageD(MessageID).
Find in the journal file the entry of the creation of the empty orphaned message, it contains the process id ($job) that created the message and exact date-time of creation.

The process id may be used to point what Business Host (BS, BP or BO) created the message.

Then I'd look for the trace of messages sent/received by that Business Host "around the time" the empty message was created.

All this is possible and relatively easy if the empty orphaned message is relatively new (the newer the better), if old, then you may not have the journal file and/or the job that created it may not be still running (restart production or host, etc.).

I'd suggest to start with the documentation chapter Resiliency and Data Integrity

Then you can come back if you still have questions.

Where else you can get in touch with so many IRIS delevopers, including InterSystems products developers?