How do you say something like that?
"There's a thing for which I don't know what it is" "There's a thing where I don't know what it is" "There's a thing that I don't know what is"
or (the one which I hear people say a lot but sounds awkward:) "There's a thing that/which I don't know what it is"?
To be honest they all sound awkward to me to varying degrees
The closest phrase I can think of is: "There is a thing of which I do not know."
Awkward af phrasing, though, as others have stated.