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
To keep as much of your original sentence as possible, “There’s a thing, (I don’t know what it is,) and…”
Basically the only way to smush those two concepts together in the order you’d like is if one is basically an interjection to an ongoing sentence containing the other. In that case, you wouldn’t use any connecting words at all.
If you wanted a single sentence, many other commenters have already given great suggestions.