Massless Kerr black hole

It's simply flat space in Boyer-Lindquist coordinates. By writing

$\begin{cases} x=\sqrt{r^2+a^2}\sin\theta\cos\phi\\ y=\sqrt{r^2+a^2}\sin\theta\sin\phi\\ z=r\cos\theta \end{cases}$

you'll get good ol' $\mathbb{M}^4$.

This is presumably a flat spacetime described in funny coordinates. You can check this by calculating the Riemann tensor to see if it's zero. If I was going to do this, I would code it in the open-source computer algebra system Maxima, using the ctensor package.

A reference which answers this is Visser (2008). It discusses the limits of vanishing mass $M \rightarrow 0$, and rotation parameter $a \rightarrow 0$. Your example is in $\S5$. Visser comments "This is flat Minkowski space in so-called “oblate spheroidal” coordinates...", as described in a different answer here.