If so, what are they?
As far as I know, not in the way that "we don't understand how [...]". There could still be some undiscovered effect somewhere, but all observations of light agree with current theories.
You can always ask "why is physics that way", of course, and physics cannot answer it.
I agree with mfb, but will add that applications of optics including photonics, quantum information and control, and non-linear optics used for imaging are very active fields. People are still learning about interesting optical phenomena, but at a fundamental level, it appears to be well understood.
I will add, in response to Mfb, that there is no "why" in science, only "how". "Why" implies some sort of purpose, and such doesn't exist.
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