First, realize these observations:
- Applying Ohm's law to the resistor in phase a: \$ v_\text{an} = R \, i_\text{a} \$. So, if \$ i_\text{a} = 0 \$ at some instant, then \$ v_\text{an} = 0 \, R = 0 \$ too. And if \$ i_\text{a} \ne 0 \$, then \$ v_\text{an} \ne 0 \$.
- Only one SCR of each parallel group (1 and 4; 3 and 6; 5 and 2) can conduct at a given instant. So \$S_1\$ and \$S_4\$ can't be ON simultaneously.
- The resistor in phase a is in series with the parallel group of SCR's 1 and 4. So, if at some instant those SCR's are both OFF, there won't be current in the conductor of phase a nor in that resistor. Then, by Ohm's law, \$ v_\text{an} = 0 \$.
Thus, if \$ S_1 = S_4 = \text{OFF} \$ then \$ i_\text{a} = 0 \implies v_\text{an} = 0 \$ for some instant. Also, if \$ S_1 = \text{ON} \implies S_4 = \text{OFF} \$ then \$ i_\text{a} \ne 0 \implies v_\text{an} \ne 0\$; if \$ S_1 = \text{ON} \implies S_4 = \text{OFF} \$ then \$ i_\text{a} \ne 0 \implies v_\text{an} \ne 0\$.
Going back to the last image you posted, in the intervals I, II, IV, V, the voltage \$ v_\text{an} \$ is not zero because either \$S_1\$ or \$S_4\$ are conducting. But for the intervals III, VI, which is where you have the doubt, neither \$S_1\$ nor \$S_4\$ are conducting, so \$ v_\text{an} \$ is zero.