From the SRD:
I do not think it is overly difficult to deduce that Zero Dex = no Dexterity score = fails all Refelx saves
A character with Dexterity 0 is paralyzed.
A helpless defender (naturally) can't use
any Dexterity bonus to AC. In fact, his Dexterity score is
treated as if it were 0 and his Dexterity modifier to AC as if it
were -5.
DEX 0 means that the character cannot move at all. He stands motionless, rigid, and helpless.
Any creature that can move has at least 1 point of Dexterity.
A creature with no Dexterity score can't move. If it can act, it applies its Intelligence modifier to initiative checks instead of a Dexterity modifier. The creature fails all Reflex saves and Dexterity checks.
I do not think it is overly difficult to deduce that Zero Dex = no Dexterity score = fails all Refelx saves