e.g. when I'm extracting from a type of particular named div, and it actually doesn't exists in one of the url's)
This is not actually an empty response in HTTP terms. Your selector just didn't match.
You have to implement this logic by yourself:
sel = Selector(response)
data = sel.xpath('//div[@class="class"]').extract()
if not data:
# increment failure stats here
return
# else fill the item
For stats you could use a Scrapy stats collector.