我们不知道它去哪了，怎么翻译？

要看你具体说的是什么东西啊。。。
We have no idea （about it） 是最笼统的说法
或者We don't know where it is；
We can't find it 都可以

千万不要说 We don't know where it has gone 这是最典型的Chinese-English

I don't know where it goes

I don't know where it is.

We don't know where it has gone.

We don't know where it has gone.

现在一般时态：I don't know where it goes或者I don't know where it is.