In situations like this meter readings of 0.0XXX can be ignored, they are not real readings.
You are looking for an indication of volts present and they should be "worth" reading - things lke 5.0V, 12.0V etc.
Ignore anything after the decimal place it will only confuse things and isn't relevant.
I would class a reading of 0.0XXX as no voltage present.
Seems you have a broken wire/connector/trace/fuse or an open circuit bridge rectifier that isn't passing the voltage through?
This is a very simple circuit - if you have AC volts on the bridge rectifier and no DC volts coming out then there is a major short on the DC side or the bridge is incorrectly wired or open circuit. There really isn't much else to be wrong.