I have had a similar issue and solved it....so you may be able to use this approach.
- Create customsql where your input table is Unioned to a set of dummy records - 1 for each (say) company. The measures will should be 0 so they don't affect your base data - but the Company ID/Name will be present.
- In your worksheet create a calculated field something like this:
if Total(sum([Value],0)) = 0
Then 'Sorry - but we don't not have data for this company'
3. Then put the calculated field as the first pill on the Columns Shelf. Fomat the text.
The message will appear across the top.