If your immersion cylinder is a mains pressure (unvented) type, then it won't have a header tank in the roof.
If it's the more common gravity system, then there will be a tank up there.
Even if the immersion header tank runs dry, it can't possibly result in an empty cylinder because hot water comes out of the top of the cylinder. It will always be full unless it's drained from a fitting at the bottom.
So, I guess that it's cold because the motorised valve(s) aren't operating correctly. As I mentioned earlier, fix the inlet valve in the central heating header; fill the system; purge the air; then see if the motorised valves work again.
All being well, the immersion will then get its share of heat to get the cylinder hot again.