Is there a philosophy of what we can't know?
I'd guess that some things we can't know may exist, and have properties. But is that the same as things that we can't know exist?
There are multiple philosophies of what we cannot know. Perhaps the most famous and influential is Immanuel Kant's concept of noumena, things as they actually are, as opposed to how they appear to us. According to Kant, the former can never be truly known, but only assumed. It's a rebuke both to Hume's insistent empiricism, which seems to deny the meaningful existence of anything beyond what we experience, and Descartes' idealism, which asserts the ability of the rational mind to know things as they are.
You can contrast this both with Karl Rove's category of "unknown unknowns" which, by definition we neither know nor know we don't know, but which have no requirement of being unknowable, and Plato's concept of ideals, which cannot be expressed, directly taught, or experienced in a sensory fashion, but which we can come to know or experience directly with our higher faculties (via what amounts to a mystical connection).