Drop partition scheme with orphan indexes
but the index names are NULL (and index id is 0)


That's because they are heaps.  BOL Reference on sys.indexes

One way to get these off of that partition scheme would be to create a clustered index for those tables and specify a different filegroup or another partition scheme.  Then once you have those tables off of that partition scheme you should be able to continue with removing it.

create clustered index IX_YourIndex
on dbo.YourTable (YourCiKeyCol)
on SomeOtherFilegroup;