plot_trace doesn’t calculate nor use rhat so there has to be something else going wrong. Which ArviZ version are you using? It could be an error in computing the kde precisely because the first entry is a constant and would have dirac delta as a pdf.
It may also be worth to consider not plotting the diagonal of cov matrices in traceplots. There is an example at Redirecting to new ArviZ documentation host: ReadTheDocs (note that the labeller functionality is only available in ArviZ development version, but selecting and ordering will work with any version).