I think your options are limited, but would depend on where the leak was located. How long did it take to drain and how did you figure out the pool was empty? If all the water is gone, then the leak is on or near the bottom floor of the liner. if the water level only dropped to a certain point, then the leak is at that level. If not frozen and you were brave enough, you could go in there and look for the leak. At the water level is a good place to start if it is not draining further. If it's a small hole, it won't be easy though.
I think your are stuck between some hard choices. Ultimately you don't want your walls to collapse. Without the water in the pool, there is a good risk of the walls caving in or wind blowing it off it's foundation. Neither is good. You also don't want a heavy, water/ice laden cover tugging on unsupported walls.
Are you going to try to save the liner or will you just replace it in the spring?
If you are going to try to save it and depending on the severity of the leak, it may be worth it to fill it 2/3 back up and cover it again. Check it often and fill as needed. Just be careful the bottom sand doesn't get washed out or you will be pulling the liner to fix that too.
On the other hand, if you don't care about the liner, then leave it uncovered so you can easily see the water level and prevent a heavy cover from tugging on low filled walls. Rain / snow / debris will just fall down into the pool. Add water as necessary to keep the walls supported.
I wouldn't leave it empty due to the risk of wall (not liner) damage from storms.