store: fix nil panic in proxy heap

With lazy proxying we need to wait for at least one response before we
can build a heap properly.

Closes thanos-io#5717
Fixes thanos-io#5552.

Signed-off-by: Giedrius Statkevičius <giedrius.statkevicius@vinted.com>

pkg/store/proxy_heap.go

@@ -293,6 +293,19 @@ func (l *lazyRespSet) Empty() bool {
 	l.bufferedResponsesMtx.Lock()
 	defer l.bufferedResponsesMtx.Unlock()
 
+	// NOTE(GiedriusS): need to wait here for at least one
+	// response so that we could build the heap properly.
+	if l.noMoreData && len(l.bufferedResponses) == 0 {
+		return true
+	}
+
+	for len(l.bufferedResponses) == 0 {
+		l.dataOrFinishEvent.Wait()
+		if l.noMoreData && len(l.bufferedResponses) == 0 {
+			break
+		}
+	}
+
 	return len(l.bufferedResponses) == 0 && l.noMoreData
 }
 

test/e2e/query_test.go

@@ -1561,4 +1561,9 @@ func TestConnectedQueriesWithLazyProxy(t *testing.T) {
 		return "sum(up)"
 	}, time.Now, promclient.QueryOptions{}, 1)
 	testutil.Equals(t, model.SampleValue(1.0), result[0].Value)
+
+	instantQuery(t, context.Background(), querier2.Endpoint("http"), func() string {
+		return "sum(metric_that_does_not_exist)"
+	}, time.Now, promclient.QueryOptions{}, 0)
+
 }