The Great Unknown was first seen in The Grim Grotto, when the Baudelaire children were in the Queepeg. In the radar, it shows up as a question mark. The Great Unkown was last stated when the Quagmire triplets attempted to go battle and/ or find information from them. In The End, the last picture was a question mark in the water, that could have implied The Great Unknown. According to Lemony Snicket (Daniel Handler)'s spin-off series All the Wrong Questions, the Great Unknown was revealed to be the Bombinating Beast, which was referred to as a "question mark."
The Great Unknown is mentioned in the “All the Wrong Questions “ book series as the “Bombinating Beast”.