The unknown unknown thing is a form of WHOCOULDANODE school of economic theory, most recently displayed after the financial crisis of 2007-2008. WHOUCOULDANODE what might happen?
WHOCOULDANODE is a common legal defense, right Bob? Plausible deniability for bad (or potentially illegal or criminal) decisions.
WHOCOULDANODE the 737 Max would experience instrument failure at an astonishingly high rate?
WHOCOULDANODE the Vietnam War was unwinnable early on (barring a major expansion of the conflict)?
WHOCOULDANODE toppling dictatorships would result in a power vacuum filled by warring Islamic statist militias?
and on and on.
Lets be honest, it’s more a failure of imagination and conscious rejection of known possibilities (usually for various reasons of power retention and finance) than truly unknown unknowns. I can imagine almost anything. Saban being unmasked as a cyborg is a known possibility.