This happened to me in the Utu universe. After exploring about 5 or 6 lines of sectors and finding nothing. I just produced a few probes and sent them off to other galaxies. I found another sector in a denser galaxy that had three habitable planets. Once I colonized one of them I pretty much made that my new unofficial home world and started mining and building everything from that system. I only produced outpost ships at my original home world and claimed mining planets close to the new system until the new shipyard was complete. It was a set back of about 3 days I think before I could get a shipyard going there but things picked up quickly after that. There was almost no one in that galaxy and it had plenty of available planets.
I still class myself as having very little idea of what I'm doing. But don't despair, all is not lost.