Session with a transaction & 0 second duration
This could be done by using the measurement protocol and sending just the transaction itself.
Other possibility - more likely - the session expired and the person was on the very last step before confirming the transaction. When they submitted it, it started a new session but there was no other "hit", so the session duration is zero. Usually sites will expire a browser session (regardless of GA) and the user would have to re-start the process, but it really depends how your site is set up.