Can Last Caress let me play an Ambush unit at a battlefield where I don't control any units?
Yes, Last Caress lets you play the next unit this turn to a battlefield where you control no units, as long as you could otherwise play it at that time and no restriction or mandatory requirement limits its location.355.17355.17.b Last Caress independently makes every battlefield valid for that unit, even when [Ambush]'s own location permission does not apply.355.2.b822.3.a
This changes only where you may play the unit, not when. Last Caress does not grant [Reaction], and [Ambush] grants [Reaction] only while you are playing the unit to a battlefield where you control units.822.1.b813.4