How to have a specific style for empty cells in a tikz matrix

As far as I know, there is no empty cells style. But you can use a .list to declare a list of individual cells which has to use certain style. The code is taken form cjorssen answer to TikZ matrix, style for combination or rows and columns

\documentclass{standalone}
\usepackage{tikz}
\usetikzlibrary{matrix}

\begin{document}
    \begin{tikzpicture}[
            table/.style={
                matrix of nodes,
                nodes in empty cells,
                nodes = {fill=gray, draw = black},
            },
            myset/.style args = {(#1,#2)}{%
    row #1 column #2/.style={nodes={draw=none, fill=none, inner sep=0pt}}}
        ]
        \matrix (test) [table,myset/.list={(2,2),(3,1),(3,3)}] {
            1 & 2 & 3 \\
            4 &   & 5 \\
              & 6 &  \\
        };
        \draw[red] (test-3-1)--(test-2-2)--(test-3-3);
    \end{tikzpicture}
\end{document}

The macro in the matrix library that adds nodes in empty cells seem to be \tikz@lib@matrix@empty@cell, defined on line 24 of tikzlibrarymatrix.code.tex. You can perhaps make a new style for the empty cells, and redefine that macro from the matrix library to include the new style in the node found in the definition of the macro.

\documentclass{standalone}
\usepackage{tikz}
\usetikzlibrary{matrix}
\tikzset{empty node/.style={draw=none,fill=none}}
\makeatletter
\def\tikz@lib@matrix@empty@cell{\iftikz@lib@matrix@empty\node[name=\tikzmatrixname-\the\pgfmatrixcurrentrow-\the\pgfmatrixcurrentcolumn,empty node]{};\fi}
\makeatother
\begin{document}
    \begin{tikzpicture}[
            table/.style={
                matrix of nodes,
                nodes in empty cells,
                nodes = {fill=gray, draw = black},
            }
        ]
        \matrix (test) [table] {
            1 & 2 & 3 \\
            4 &   & 5 \\
        };

     \draw [red] (test-2-2.center) -- (test-1-3.center);
    \end{tikzpicture}
\end{document}