In some cases API is returning empty response which cannot be parsed to JSON. If we have response type json angular will parse it automatically and return response error. In that case set response type to text and manually check if it is empty. If it is - return original event with null body. Else parse.

empty-response.interceptor.ts

import { Injectable } from '@angular/core';
import {
  HttpEvent,
  HttpInterceptor,
  HttpHandler,
  HttpRequest,
  HttpResponse
} from '@angular/common/http';
import { Observable } from 'rxjs/Observable';

import 'rxjs/add/operator/do';
import 'rxjs/add/operator/map';

@Injectable()
export class EmptyResponseInterceptor implements HttpInterceptor {

  /**
   * In some cases API is returning empty response which cannot be parsed to JSON.
   * If we have response type json angular will parse it automatically and return response error.
   * In that case set response type to text and manually check if it is empty.
   * If it is - return original event with null body. Else parse.
   */
  intercept(req: HttpRequest<any>, next: HttpHandler): Observable<HttpEvent<any>> {
    const newReq = req.clone({
      responseType: 'text'
    });

    return next.handle(newReq).map((event: HttpEvent<any>) => {
      if (event instanceof HttpResponse) {
        let newEvent: HttpEvent<any>;

        try {
          newEvent = event.clone({ body: JSON.parse(event.body) });
        } catch (err) {
          // event.body === null
          newEvent = event;
        }

        return newEvent;
      }
    });
  }
}

Thank you.
You are awesome. :) Have a great day.