Issue with parameter/filter - trying to display null rows

This is how my data looks in the database
Order_ID -----   Vendor
ID123             NULL
ID234             ABC
ID456             NULL
ID001             CDE
I want to create an SSRS report with a filter for vendors
 *All Vendors should be checked off by default
 *Users should be able to select multiple vendors
So I started by creating the VendorDataSet, the query looks like
SELECT VendorName
FROM Vendor
WHERE Active = 1
*This query will return all active vendors stored in my vendor table
  Then, I created my parameter @prmVendor and it looks like:
 -Data Type: Text
-Allow blank value("")
-Allow multiples values
Available Values:
-Dataset: Vendor
-Value field: vendor_name
-Label field: vendor_name
The main query of the report looks like
Select Order_ID, Vendor
FROM Order
LEFT JOIN Vendors
ON Order.VendorID = Vendor.ID
WHERE Vendor IN (@prmVendor)
So at this point it does what is supposed to do except - that when I run the query with all the vendors selected,
the query will only return the ones with vendors populated.
Order_ID -----   Vendor
ID234             ABC
ID001             CDE
I've tried adding the following to my VendorDataSet:
SELECT VendorName
FROM Vendor
WHERE Active = 1
UNION ALL
SELECT '' -- I've also tried SELECT NULL
 But when I run the report and look at the list of vendor displayed - it won't show the empty row in the vendor drop down filter
thus, my main query will ignore the orders with no vendors.
 Any ideas on how to fix this issue?
-Alan

So I changed my VendorDataSet to look like this:
;WITH cteVendors AS (
SELECT VendorName
FROM Vendor
WHERE Active = 1
UNION ALL
SELECT ''
SELECT (CASE WHEN Vendor IS NULL THEN '' ELSE Vendor END) AS VendorName
FROM cteVendors
This allowed me to show an empty box in my drop down filter see link for
image
Is there a way to make some changes to my main query so this works? so if the user was to select the blank box the query will return something like :
Order_ID -----   Vendor
  ID123             NULL
   ID456             NULL
-Alan

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