、。
We don't even know who stole what.
Literal
Who [subject-が], what [object-を] stole [embedded-question-のか][even-さえ] not-know.
Japanese allows a double-wh embedded question (誰が...何を...) inside a single のか clause — English can too ('who stole what') but often finds it awkward. さえ '(not) even' attaches to the entire embedded question to emphasize the depth of ignorance, and the のか marker nominalizes the question clause so a matrix verb (分からない) can take it as its object. Subject of 分からない is omitted per usual.