I have no data to back this up, but I do believe that most stats offered by SEO tools... at least the stats about google-related stuff like monthly searches are very inaccurate these days, as google sends the traffic to whoever they want anyway.
If you have the time, money to burn, and motivation you can run a test by setting up 5-10 websites in various niches, all of them targeting keywords with 0 / NA monthly searches (according to Ahrefs / Semrush), and - if you get your SEO right - I am willing to bet that most of those sites will get google traffic at some point despite of what the SEO tools say about those keywords. But you'd have to nail the topical authority and search intent of your sites, otherwise it probably won't work...