Every empirical researcher we have asked has at least one. Almost none of them have written it down anywhere public. The usual reasons: it looks like admitting a weakness; the data cannot be shared; the problem is not stated clearly enough to post; nobody expects an answer.
This site tries to remove some of these: questions can be posted under a pseudonymous account, data is a link rather than an upload, and the template is three headings.
Which of the remaining reasons is yours? What would have to be true for you to post the problem you are thinking of right now?