It seems to me that the real mysteries of history now lie with the pre-written language era, but are there areas of 'modern' history that we still haven't put all the pieces together for?
This is something I've though about a lot. As you get into professional history it can seem like every damn topic under the sun that can be studied has been studied. However, this is not the case.
I like to think of history as fractal, but because history explores both time and space it is a three dimensional fractal. You can study the US, then the US South, then the Coastal states, then Georgia, then Atlanta, then one community, ad infinitum. You can do the same thing with time. There's always some way to get more detailed, make a new comparison, or even think about something old in a new way. The "mystery" of history is inherent in every part of it, simply because we cannot know exactly what happened at any given time at any given place. It's crazy. The world is just far too detailed to know everything about any time you can think of. So, there's always more work to be done to fill those understandable gaps in our knowledge.