The phrase "profound mystery" refers to something that is deeply puzzling or difficult to understand. It implies that the subject or situation is complex and holds great depth, making it challenging to comprehend. Full definition
We are certainly in the realm of a very profound mystery. (faith.org.uk)
A bold plan to drill into Earth's interior promises to solve profound mysteries about our planet — and might even find life down there (newscientist.com)
But they are not profounder mysteries than the transformations of the physical forces into each other.» (religion-online.org)