"a moon orbiting something but they don't know what it is" - really. There are hundreds of moons orbiting planets, dwarf planets, and asteroids in our solar system. The moons, being smaller, are discovered after the object they orbit.
There is a theorized Planet Nine, proposed by Mike Brown and other astronomers, that would explain the anomalies in the orbits of several of the Kuiper Belt objects. It has not been detected yet, mainly because they don't know exactly where it is in its 20,000 year orbit so its a matter of time to observe it. If it has a moon, that will be found later.