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
If it boils down to a choice between incomprehensible or “grammatically incorrect”, then I would argue that it would be wrong to call it incorrect.
Grammar, especially in English, should be descriptive, not prescriptive. Language is a living and evolving thing.
The correct grammar should be whatever a native speaker would actually say and be understood by other native speakers when trying to communicate an idea.