Even though your levels are zero, tests measure what's in the water column, rocks can have bound phosphates and algae's are one of the oldest life forms and can extract food at source. Make sure no sediment or detritus on the rocks and keep affected areas clean with a turkey baster and it will disappear. A pic will help determine where to go next
yes your nitrate is zero cos it is being filtered out by algae. trust me on this one. use a nitrate removal resin and use phosphate media for good measure. you will not see any phos or nitrate in tests because of your "algae scrubber" in the middle of your tank!