Well, there was something there that no longer exists. Adonalsium shattered because he was killed, in Sandman's own words (see WOB below). It is possible that it was an Investiture-composed being, though, having arisen from the raw amount of Investiture left alone for long enough (that happens) which would throw a little bit of complication in, but also maybe explain the emphasis on the "weapon" used to kill Adonalsium (which would make it probably an aluminum weapon, because how else are you going to kill a being of raw Investiture [except maybe a Shardweapon, if that whole thing was going in any form yet, which I fairly doubt]?).
It is, at its core, debatable if it was a pure-Investiture being or something else.