Is there such substances that body can only send to storage (as fat)?
An empty calorie is still a calorie.

"Empty calories" was coined to describe foods that only provide calories without significant amounts of other nutrients. The idea is that if you're eating a lot of empty calorie foods, you're eating less food with proper nutrition. The implication is that you will not be getting the vitamins, amino acids and other essential nutrients required to sustain you in a healthy manner.

If you can store it as fat, your body can use it. Where does the fat go when people lose weight? Those calories get "burned" when there aren't enough calories in your current diet to provide energy for your metabolic needs.