I know this is a late answer, but for anyone searching on this like I was, I found this to be the simplest answer:
In the lookup connection, use a SQL query to retrieve your data and add UNION SELECT NULL, NULL
to the bottom.
For example:
SELECT CarId, CarName FROM Cars
UNION SELECT NULL, NULL
Preview will show an additional row of CarId = Null
and CarName = Null
that will be available in the lookpup.