It may seem hard to believe but I played a game recently where I lost all of my home colonies and foreign colonies (all of my ships were in the warp), and I wasn't playing the Masochist. How does the game go on? The way I played it was that I got a ship out of the warp on my turn, but since I had no colonies to land it on it was simply "in space" so that I could use it to launch an attack. I have not found anything in the rule book or on the internet that addresses this.
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The Fantasy Flight Games rule book addresses this in multiple locations
The FAQ covers what to do if a Mobius Tubes is used.