How is interaction with CDC device with no interface endpoints working?
Micronucleus uses control transfers to upload code (it's not a CDC device). You don't need an endpoint for control transfers - they use the implicit endpoint 0 that is always present whether you define one or not.

You only need to define endpoints for interfaces that want to communicate using bulk, interrupt or isochronous transfers.

Bus 003 Device 073: ID 16d0:0753 MCS Digistump DigiSpark
Device Descriptor:
  bLength                18
  bDescriptorType         1
  bcdUSB               1.10
  bDeviceClass          255 Vendor Specific Class
  bDeviceSubClass         0 
  bDeviceProtocol         0 
  bMaxPacketSize0         8
  idVendor           0x16d0 MCS
  idProduct          0x0753 Digistump DigiSpark
  bcdDevice            1.02
  iManufacturer           0 
  iProduct                0 
  iSerial                 0 
  bNumConfigurations      1
  Configuration Descriptor:
    bLength                 9
    bDescriptorType         2
    wTotalLength           18
    bNumInterfaces          1
    bConfigurationValue     1
    iConfiguration          0 
    bmAttributes         0x80
      (Bus Powered)
    MaxPower              100mA
    Interface Descriptor:
      bLength                 9
      bDescriptorType         4
      bInterfaceNumber        0
      bAlternateSetting       0
      bNumEndpoints           0
      bInterfaceClass         0 (Defined at Interface level)
      bInterfaceSubClass      0 
      bInterfaceProtocol      0 
      iInterface              0 
Device Status:     0x18c0
  (Bus Powered)
  Debug Mode