Is there a concept that refers to the fact that we understand systems, but we don't understand what's between those systems? Is there a concept that refers to the fact that we understand systems, but we don't understand what's between those systems? By that I mean, we understand quantum mechanics, but if we keep asking the question why, we realize we don't know why the laws of quantum mechanics are as they are. What are the factors that could influence how the laws are defined. Then we don't understand how these systems interact with each other like quantum mechanics with general relativity. And even within quantum mechanics, we don't FULLY understand why particles interact in a particular way as in we don't understand every reasons why they are interacting in a way although we may know some of those reasons. Is there a concept that refers to this fact?
 A: Not knowing is a complicated topic to fit into one concept.  However, the Aggripan Trilemma may be of use.  It was originally put forth by Aggripa the Skeptic  as 7 fundamental ways an argument can be built, but it was reduced to 3 later.  The idea is that any argument, if fully explored, will eventually reach one of:

*

*An axiom - a statement that is assumed to be true without any proof.

*A circular argument - a statement that proves itself.

*A reduction from infinity - The opposite of mathematical induction... an anathema in science and most mathematics, but you do see it in religion.

Perhaps more useful for you would be Model Theory.  Its a mathematical approach to dealing with the unbounded number of possible interpretations of a set of statements.  For example, "the sky is not blue" could either imply that someone is aware that the gasses are mostly clear and only appears blue to light, or it could imply that we don't agree on what "blue" means.
In model theory we can make statements about what must be true in all models which assert a particular set of statements is true.   We can then use that to shape the experiments we do to plumb the secrets of the world.
One particular element of this story is symmetry.  Symmetries are a very important part of studying fundamental physics.  If we see a symmetry at a level we can measure, we know that there is either a symmetry at the lower layer, or some symmetry breaking must occur.  These are typically discrete things that we can look for in potential underlying models.
A: To me the only concept involved is ignorance of currently hidden connections.
I'm not exactly sure what specifically you are asking, but I personally would follow the history of physics over the timespan, say since the Newtonian model of gravity.
As we developed better models, we did discover connections between systems originally thought to be totally separate, for example, Lorentz invariance constraints imposed on  the Dirac equation connected quantum mechanics with special relativity.
Another example is Yang Mills theory and it's reliance, even at a basic level, on Lie derivatives and parallel transport, concepts used in general relativity.  If particle physics and general relativity use the same concepts, this to me at least, would imply the possibility of a connection between them.
My point is that I guess most physicists would say that the connection's between what would currently appear to be separate, unrelated systems to us now, will gradually be revealed by better models in the future.
