It doesn't mean anything bad has happened. It just means FlightStats doesn't have enough information about your flight to know its status.
An unknown flight occurs when Flight Stats cannot determine the final status of a flight from a Data Source in a reasonable amount of time. Note, this is a valid state rather than an error state. For example, flight positional information may not be available for certain flights internationally or the airline may not participate in a subscribed GDS (otherwise known as a global distribution system, such as Sabre or Amadeus).
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