Output '*' in union_relations when no columns are found in compile mode

This is to handle the scenario where the upstream relations haven't
been run, and you run SQLFluff against a model using union_relations,
with source_column_name=None.

Author: martinshjung

macros/sql/union.sql

@@ -103,6 +103,12 @@
                 cast({{ dbt.string_literal(relation) }} as {{ dbt.type_string() }}) as {{ source_column_name }},
                 {%- endif %}
 
+                /* No columns from any of the relations.
+                   This star is only output during dbt compile, and exists to keep SQLFluff happy. */
+                {% if dbt_command == 'compile' and ordered_column_names|length == 0 %}
+                    *
+                {% endif %}
+
                 {% for col_name in ordered_column_names -%}
 
                     {%- set col = column_superset[col_name] %}