Unknown chest found in Rhodes, unexpectedly (4,5)
I believe the answer is:
dark horse
'unknown' is the definition.
(I've seen this before)
'chest found in rhodes unexpectedly' is the wordplay.
'chest' becomes 'ark' (historical term for a chest).
'found in' is an insertion indicator.
'unexpectedly' indicates anagramming the letters.
'rhodes' with letters rearranged gives 'dhorse'.
'ark' placed into 'dhorse' is 'DARK HORSE'.
(Other definitions for dark horse that I've seen before include "Black Beauty, for instance" , "Little is known of its properties" , "Competitor whose abilities are unknown" , "unexpectedly successful entry" , "Candidate, not well known" .)