AroundA little before Einstein's time, people were saying there's no sense in going into physics, since almost all the questions have already been answered, we understand everything that can be understood, there's only one or two unanswered issues, and those are going to be solved soon. Then came Einstein and his ProbabilityRelativity Theory, and we discovered there's a lot we don't yet know.
You want a mystery, there's no reason why you shouldn't have it. All the technology and knowledge that shows how we shouldn't have been able to understand what's going on, the chemicals shouldn't be reacting like that, etc. - they only serve to increase the mystery.
Also, remember sufficiently advanced science is indistinguishable from magic (A.C Clarke), and conversely sufficiently explained magic is indistinguishable from science. You need something impossible to happen? Make it happen. Then instead of saying "by magic" say "by science we do not yet fully understand". Think how many times Star Trek, for example, encountered a mystery (spaceship-swallowing giant amoeba, groundhog-day inducing "phenomenon", etc.), called it "science", and explained it with lots of technobabble.
End of the day, There are more things in heaven and Earth, Horatio, than are dreamt of in your philosophy. You can make up anything to mystify the scientist of your story.