the zero conversions part jumps out more than the impression share for me. have you confirmed your UET tag is actually firing? happens way more than people think on bing... they blame the auction when really the tag never installed right or the goal is pointing at the wrong page. run the uet tag helper and check it before touching anything else, otherwise you could fix impressions and still see zero.
for the impression share, single digit with budget left usually means your bids are under the first page estimate or qs is tanking you. bing actually shows that estimated first page bid per keyword, pull that column and compare against what you're bidding. and honestly their search volume is just thinner than google so a chunk of keywords barely get traffic no matter how clean the setup is.