A sig of all zeroes is a bug. That might be a hard bug to find.
Keep in mind that the new DMs create two events -- one giftwrapped to yourself (so you can see it) and one giftwrapped to the recipient. It cannot be a single event that you both can see. The one you see with a bad signature is the copy to yourself. We don't know what the other event looked like.
Let me know if it was using older DMs