There are a lot of moths, and even some butterflies, whose larval stages are unknown or whose larval host plants are unknown. There are many more for which only the late instars have been described adequately for identification.
This is true even for some quite spectacular ones – the White Witch has the widest wingspan of any moth, yet, according to White Witch Watch, “You would suppose that scientists must know the story of such an impressive organism. We don’t. The egg, pupa, and caterpillar of T. agrippina are unknown. We don’t know the larval habitat or host plant.” At best, we can say (per Wikipedia), “Based on the larval host plants recorded for the owl moth and black witch, the larval host plants for the white witch are probably also woody members of Fabaceae (subfamily Caesalpinioideae), possibly Senna and/or Cassia.” – a prediction, but no observations.