It's hard, of course, to know what you don't know. But gaseous diffusion is one obvious area — there is still quite a lot of classification there, and there are maybe two or three photographs of gaseous diffusion barriers that have ever been released (they are pretty boring — they look just like tubes, sort of like fluorescent overhead lights). The Manhattan District History has about as much on K-25 as I have ever seen released (see Book II, esp. Volume 3).

If you go through the MDH, you'll find plenty of areas that are still blacked out. K-25 is probably the highest density of redaction for an entire book, but the Los Alamos "Technical" volumes are pretty blacked out in places — things that clearly talk about bomb design (not just the Christy gadget design that was used, but other designs they looked at, some of which were only implemented in the postwar, like composite pits and air-gaps), experiments performed, and so on. The design of the neutron initiator, for example, is pretty heavily redacted still, though we have a pretty good idea of how it worked. It's easier to describe what we do know than what we don't know, of course, though even there, interrogating the question of what we mean by "know" becomes important. If I tell you the Urchin initiator looked like this, you would be right to ask: 1. how precise is that diagram (is it meant to be a general idea, or essentially a blueprint)? 2. where did I get the information from? 3. how confident should one be of its accuracy? The answer for any given "fact" can be pretty complicated, even for things that aren't based on leaks or speculation or derivation — internal official documents sometimes disagree on "facts," and certainly the memories of participants vary.

Your question is really about classified knowledge, in which we assume that there is some information that exists but you and I don't have access to. That's only one category of "things to know about the Manhattan Project," of course. We might want to know, for example, exactly why General Groves declined Oppenheimer's proposal to disassemble Little Boy and make a number of composite (U-235+Pu) core implosion bombs instead. He claimed it was because of the schedule and factors beyond his control — is that true? Is that the only motivation? How would we verify this, especially if we are wary of postwar accounts? Sorting through these kinds of question is a lot of what I do; it's not classified information, but it's still inaccessible, and might inherently be, because we're asking about a person's mental state and a specific point in time, for which the documentation may be quite sparse and require a lot of interpretation!

Here's another little example of a miniature "mystery," one that another researcher asked me about recently. High-speed footage of the Hiroshima explosion was meant to be made by a physicist named Bernard Waldman who was on an observation plane. All accounts agree that no footage was actually usable, though — some kind of mishap occurred. But there are at least three different accounts of what happened in various sources, some official and some uncited:

1. “He was equipped with a special high-speed Fastax movie camera with six seconds of film in order to record the blast. Unfortunately, Waldman forgot to open the camera shutter, and no film was exposed.”

2. "Waldman believed he obtained good Fastax records from a point some 19 miles out, and good overpressure-vs-time data were obtained by telemetry from the dropped parachute-retarded canisters. Because the film developing equipment malfunctioned, the Fastax film was torn, the emulsion was blistered or was scraped off, and the film came out clear where emulsion did exist; no image was visible."

3. “In fact, there was no high-speed film and never would be. The film from Dr. Waldman's Fastax camera was ruined in the processing laboratory at Tinian, where a refrigeration unit broke down. Heat stripped the emulsion off the film, leaving it blank."

Now, does it really matter which of the above is correct? Probably to Dr. Waldman — #1 is a sort of inept error attributable to him, whereas #2 and #3 are attributed to unnamed other forces — but he's been dead for a long time now, so it's not clear it matters to anyone else. Which gets at another point to be made: what we "know" depends in part on what we care about knowing, and that has changed over time as well, and changes with whomever is asking the questions about history. Sometimes these little details change the narrative in slight ways. E.g., what made Kokura impossible to target — weather, smoke from a nearby firebombing attack, or deliberate smokescreen, or all three, or none of the above? Either one changes the story of Kokura, and also Nagasaki by consequence, in an interesting way.

Sometimes these details change the narrative in large ways — my argument that Truman fundamentally misunderstood the nature of the Kyoto vs. Hiroshima question is important for a lot of reasons, not the least because it gives a very different explanation for some of Truman's postwar actions relating to nuclear weapons. (Here, what is to be "known" is again not so much about classification as it is about reconstructing mental states — something that cannot be easily resolved by the declassification action of a bureaucrat, unlike many technical details!)

So, anyway, the answer is that there is an unknowably large amount of things not known about the Manhattan Project — some of which is in the category of "still-secret technical data," but lots of which is not. It is why I find it a somewhat endlessly fruitful research topic; there is still plenty of work to do!

I would just note as a coda that many of these issues are not unique to the Manhattan Project or even classified history; these are fundamental questions of historical epistemology. Classification changes the relationship between the researcher and the historical evidence (because I know there is knowledge out there that is definitely attainable by someone, just not me), to be sure. But it also helps in some ways, because classification usually means that the documents are legally required to be maintained and archived, which means that unlike most documents, they are still out there, somewhere, even if inaccessible at the moment! By comparison, for example, the records of most private companies and corporations are totally lost to history because they were destroyed.