I'd love to know if there's a proper assay of the concentration camps of the South African War, in particular the records of the Native Refugees Department. The camps are not well documented administratively for white internees, but for nonwhite internees entire camps have been "lost" outside of oral history until some farmer turns up a gravestone on a forgotten field somewhere. Historians have believed the records of internment to be simply lost (especially the NRD), but those are exactly the sorts of things that MGP (Military Governor, Pretoria) could have sent under secret cover to the War Office. We'd get a much better understanding of the shared experience of the war and how those decisions were made.
The other possible, related matter concerns what was really going on in the northern Transvaal late in the war. There are all sorts of rumors and recollections--some of which intersect directly with the Breaker Morant saga--but which involve British intelligence and efforts to undermine Pretoria's control well before 1900. That material, which would have been connected to Military Intelligence and the command staffs of Lords Roberts and Kitchener directly, might well have remained closed. Some of it was definitely returned to the UK but wasn't in the papers opened in 2002 and 2003 (under a 100-year embargo). But it would certainly fill in a gap in our knowledge of the development of military intelligence prior to World War I. (The records of Field Intelligence Division are also vanished, and might well be in there.)
I believe they are going to review and then release some of these documents over the next decade essentially. So everything listed here (nothing as of yet) will be speculation.
Even basic documentary information about the protocol of Sevres in 1956 to plot the Suez Crisis was only made public in 1996. There are some very interesting questions about British and French motivations/actions/thinking that could be illuminated by any additional documents released.
Anthony Eden apparently made an effort to destroy as much evidence of the plot as possible so anything new from the British side that survived as classified material would be of great interest.