I am about to coin the word 'conundrous' because I needed it (and I think it deserves a place in the dictionary)!
I would like comments on what you think about that (in the context of a serious article, or I wouldn't have to ask), but the question is as stated - if you can supply 1 or more adjectives that are synonymous with such an adjective, that's the answer for me. :)
If there are none, I will be happy to accept close synonyms - the Merriam-Webster definition (of the noun) is here -> http://www.merriam-webster.com/dictionary/conundrum
I'm after the "difficult problem" (but not the "pun") synonymity. It's used to describe a word from an ancient text which is seemingly not in the dictionaries; hard to find information about.
There's enigmatic, but it's just a mystery for the moment; it's not something that is by definition mysterious.
There's elusive, but I think that carries the connotation of forever escaping one's reach.