[[Reconstruction:Proto-Indo-European/h₁eyH-]]

That seems odd to me, but if that is the case, would you be opposed to having the module hide the "category not found" message if it doesn't exist?

Yes, because such a message is an excellent reminder to add pages to the category.

Then create a category like Category:Latin nouns with red links in their declension tables; "category not found" messages simply look silly.