...then the answer is "nothing".

That's my personal take on it: if a story has a mysterious box in it, and the author never tells us what is in the box, and no clues exist, then it's empty. If there's a door, and throughout the entire story nobody opens it, nor reveals what's behind it, and no clues are left, there's nothing.

What do you think? (I mean the whole "totally unexplained plot mystery" idea, not the way I just jumped straight to the point with no explanation).