Let's catch up on some basic human physiology here
1) There're 2 types of bone marrow, red and yellow. When doctors are referring to bone marrow being fat, they're referring to yellow marrows which covers most of your bone.
2) The end of big bones like your hip/upper femur, contains spongy tissues or red bone marrow. These host stem cells needed to grow red blood cell, white blood cells and platlets.
In your procedure, you will suffer significant internal bleeding, because the upper femur containing red bone marrow will be drilled through. However, most of the nail goes through parts of the bone with only yellow bone marrow which is just fat.
There is likely to be small, short term effects on your blood cell production capacity. I remember being pale and had low iron levels for a week after surgery. However, everything recovered fully in the coming weeks.
People who need bone marrow transplant aren't lacking marrow, but that their existing red marrow is defective, and can't produce blood cells in sufficient quantities.
If you're a healthy adult (children relies much more on their red marrow), you should recover any red marrow losses quickly and without much complication.