KinematicBody2D movement doesn't work with Joint2D, is it still the case?
Yes, that's still the case. And there's no reason why that should change. It's not like it's a bug! The whole point of KinematicBody2D is that they aren't affected by physics.
Is it possible to make an empty circle collision shape?
No. However, you can use a CollisionPolygon2D, set it's "Built Mode"-property to "Segments" and set enough vertices that it looks like a circle.