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