No Pokémon have 0 weaknesses as of Gen 8, without factoring in items, abilities, etc.
However, here are some instances where a Pokémon with no weaknesses can occur:
Along with Sabeleye, Spiritomb had no weaknesses until Generation 6.
Elektross has the Levitate ability, allowing for it to have no weaknesses (this makes it immune to ground type).
- Elektross is not available in Gen 8, however.
A pure Electric Type Pokémon holding an Air Balloon gives it no weaknesses until it is hit with a direct move.
A Dark/Poison Type with Levitate or and Air Balloon also has no weakness.
In addition, if a Water/Ground Pokemon had Sap Sipper, it would have no weaknesses, and if a Bug/Steel Type had Flash Fire, the same applies. However, these scenarios have not happened before naturally. They can, however, be taught through Skill Swap or Entrainment.
I hope I helped! :]