Q: With "The Shadow Befind You," can you "discard all of your resources" if you have no resources?
A: No-- whenever you are presented a choice with the word 'must' and only one of the options will affect the board state, you have to chose that option. (see rules reference: 'Must')
If the word 'must' was not there, you could choose an option that does not do anything.
And in the instance where you have no resources or cards, you won't have satisified either of the first parts, which means you won't do the 'then' part, discarding Shadow Behind You. (see rules reference: 'Then')
Basically, there's no way you get out of this without discarding a card or a resource at somepoint, unless you just stay at nothing forever.
-- Thanks to user 'legrac' on the ArkhamHorrorLCG for the above clarification!