Limits of convolution
If the function is zero-valued throughout then so will be the output. But if you exclude this trivial homogeneous case, then your question can be reformulated as:

Given any function $f$ of compact support and any list $l$ of frequency domain zeros, does a function $g$ always exist that equals $f$ within the support of $f$ and has a Fourier transform that has the zeros given in $l$, with other zeros allowed?

Starting at $g_0 = f$, it would be enough to demonstrate a procedure $p$ such that $g_{i+1} = p(g_i, l_i)$ that adds a single given frequency domain zero $l_i$ to function $g_i$ without modifying it within or to the left of the support of $f$ and without altering the existing frequency domain zeros. We choose a causal filter as that procedure. The procedure being a filter guarantees that existing frequency domain zeros are preserved. To not change the function within or to the left of the support of $f$, the filter must have an impulse response that has a Dirac delta function followed by a zero-valued segment of the same length as the support of $f$. A comb filter consisting of two Dirac delta functions, the second one inverted and located after the zero-valued segment, matches this description. The comb filter can be made to have a zero at any wanted frequency by placing the inverted Dirac delta to an integer multiple of the period of that frequency. Choosing a large enough multiplier moves the inverted Dirac delta to outside the zero-valued segment.

If the functions are discretely sampled sequences rather than functions of a real argument, a Dirac delta function that lands between the sample points gives a sampled sinc function that has no compact support. To circumvent this problem, instead of a sinc impulse, a fractional, unity gain delay at any given frequency can be created by setting to certain values the two samples surrounding a multiple of the period of that frequency. The delay and gain at other frequencies will be off but this matters not.

So (unless I missed something), the answer to your question is: No, there are no limitations if the (allowed to be long enough) tail is thrown away.

Note that successive application of the above procedure does not generate the impulse response of your original question but an output (one of many possible) that enables a realizable impulse response.