that mad can be equal to zero (and even worse when mad without center is equal to zero) was the reason for my PR 1341. Adding center=0 for mad rules out the second case, And I added some special treatment for scale=0.

The problem with overestimating the scale is that redescending norms, loss functions, might end up in a local minimum, that doesn't remove many outliers. Standard recommendation (as far as I have seen) is to start with a robust, high breakdown scale estimate.