Because of the particulars of how our brains and senses evolved, it could be the case that there are aspects of reality that we cannot rationally comprehend or experience empirically. However, that possibility doesn't permit us to fill the unknown, or possibly unknowable, with any old thing our imaginations can concoct. The possible "unknowable unknowns" could be many and fascinating (if we could grasp them), or they may be nothing at all. I can't conceive of an individuated consciousness surviving death, and I know of no credible evidence that such is the case. So I think when we are dead, we are just dead. But, might the sum of reality be weirder and more improbable than we can even imagine? Yeah, sure. But I don't know that holding open that possibility gets us anywhere.
