warning of chains not mixing, when there is a correlation which is NA

Summary:

I get a false alarm of chains not mixing, because an Rhat is NA, which should be fine. It's related to https://github.com/paul-buerkner/brms/issues/864

Reproducible Steps:

I was a bit lazy and generated the code with brms.

library(brms)
library(rstan)
rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())
data <- data.frame(x= rnorm(1000), y = rnorm(1000), z = rnorm(1000), g =rep(1:10,100))

code <- make_stancode(y ~ x + (x|g), data= data, control = list(adapt_delta =.9)) 
ls_data <- make_standata(y ~ x + (x|g), data= data, control = list(adapt_delta =.9)) 
f <- stan(model_code = code,data =ls_data)

Current Output:

Warning messages:
1: The largest R-hat is NA, indicating chains have not mixed.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#r-hat 
2: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#bulk-ess 
3: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#tail-ess 

Expected Output:

No warning

RStan Version:

2.19.3

R Version:

R version 3.6.3 (2020-02-29)

Operating System:

Ubuntu 18.04

Start by running the supplied RStan 2.19.3 reproduction on the stated R and Ubuntu versions, then trace where the R-hat warning is generated when its largest value is NA. Check related issue #864 for context. Done means this case no longer emits the false chain-mixing warning while genuine diagnostics remain reported.