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It is entirely possible to get a Zero pValue/FDR in GSEA, particularly for very strong enrichments. Because GSEA generates a null distribution empirically, if the permutation matrix never contains a "false" enrichment as strong as the observed enrichment, that is a result of 0/nperm=0. Sometimes increasing the number of permutations will cause a false discovery to appear, but sometimes based on the dataset properties there just will never be one.
As an aside: I would advise using the log2fc, rather than the original fold change run, this better matches the data distribution that GSEA expects.