Everything, including the human senses. What is empty? Emptiness is an illusion, that is, what the Buddha said is unspeakable, and everything is illusory.
Why is the protagonist called Neo? Because in the third movie, mankind is guarding the last position-Zion. This place name also has a history. Zion in the matrix comes from the Bible and is a place name in the Bible. In fact, it is Jerusalem in the Old Testament. At the earliest time, the walls of Jerusalem were called the walls of Zion. The name of the matrix is meaningful. In the distant future, Zion will become the last bastion of mankind, representing some kind of redemption.