Optical rogue waves emerge in nonlinear optical systems with extremely large amplitudes, and leave without a trace. In this work, we reveal the emergence of optical polarization rogue waves in supercontinuum generation from a zero-dispersion fiber, pumped by a dissipative soliton laser. Flat spectral broadening is achieved by modulation instability, followed by cascaded four-wave-mixing. In this process, we identify the emergence of optical polarization rogue waves, based on the probability density function of the relative distance among polarization states. Experimental results show that optical polarization rogue waves originate from vector multi-wave-mixing. Besides, we observe double peaks, and even triple peaks in the histogram of the state of polarization. This is a new and intriguing property, never observed so far in optical rogue waves, for example those emerging in the statistics of pulse intensities. Our polarization domain statistical analysis provides a new insight into the still debated topic of the mechanism for rogue wave generation in optical supercontinuum.