Physical evidence lack? No, I don't see that. They had some bones, some belongings.
They had physical evidence that proved nothing, other than the fact HB was dead and some of her belongings were found strewn about the county. But none of that tied ZA or any of the others to her abduction or death. That's the point being made, that in relation to proving any or all of these 4 did it, they had no physical evidence whatsoever.
They didn't find any DNA, fingerprints, or anything else of any of the 4 where the body was found. They didn't find anything to prove HB was ever at SA's, ZA's, the river, or any other place with a connection to any of the 4. The PE can prove where she was abducted from and where her body was found (which is a place with no connection to any of the 4), but that really tells nothing, and certainly no indication from PE that any of the 4 had any role in what happened to her.