[FEAT] Add check to verify message is not empty before querying OpenAI

[verovaleros]

Is your feature request related to a problem? Please describe.
Some messages from the DB can be empty, and it could break the LLM and also increase the cost of operations.

Describe the solution you'd like
Add a simple validation to check the message is not empty before processing it

Describe alternatives you've considered
We don't want to modify the DB, so this is the best option I could think of.

Additional context
No