Pruebe con coalesce
función que devolverá '0' si sum(orders.amount) es nulo para un mes específico:
select COALESCE(sum(o.amount), 0) as amount, o.completed_at
from orders o
where date(o.completed_at) between '2011/10/01' and '2012/03/06'
group by year(o.completed_at), month(o.completed_at) order by o.completed_at
