What are the philosophical implications of the black hole information paradox? Would the creation of a small super dense residue of the black hole evaporation give rise to a philosophical issue anyway?
There are no real direct consequences, in the sense that the information paradox is more a tension between the current understanding of gravity and quantum physics, that is General Relativity and Quantum Field Theory. It's widely believed that we will need a full theory of quantum gravity to understand the evaporation process of a black hole. This theory will of course have deep philosophical implications, but it's not possible to speculate further without any particular insight.
Regarding a possible black hole's residue, called black hole remnant in the literature, it's pretty much ruled out. Since the initial black hole can have arbitrary high mass and the entropy is proportional to the mass of the black hole, the remnant must be able to carry an arbitrary amount of information. Therefore there must be an huge number of stable remnant with mass comparable to the Planck scale and indistinguishable from an effective field theory viewpoint, so these remnant should appear inside quantum loops and evaporation process of other black holes. Even though the production of a single remnant will be highly suppressed, the huge phase space implies that the probability of generating a remnant is not negligible in a conventional process. But we know that quantum field theory works well, therefore we do not expect remnant to be present in our universe.