Once a search has been initiated, it must end up on the search results page. This is the internal structure.
The only option that would make any sense would be to simply stay on the page where the search was initiated from.
But there really must be some sort of response for the visitor to see. It would be totally confusing and upsetting of there were no response at all to a failed search.
That said, the only way I know of dealing with a failed search result would be to develop a custom search.php result file in a child theme. It would require PHP programming, and an understanding of the WP interface.
There might be plugins that can intercept searchs, but I don’t have any to recommend.
Beyond this overview information, there is nothing built into the theme to handle failed searches in any, and help with developing a specific custom search.php child page is beyond the scope of the help we can provide.