At a guess, I'd imagine Ohanzee's undiscovered skills are either in the Enchanting SG or the Acting SG. I know it's not performance as that was specifically tried already, and I imagine that Kat's multiple attempts at Alchemy would have alerted him, so it's got to be either Impersonation, Artificing, or Disenchanting. My money's on Impersonation simply because the other two are so unlikely to come up and that one plays to his strengths being based on Charisma.
Some distant seconds for options are Disguise, Palming, or Running as they are generally useful skills to have, but don't necessarily fit in with Ohanzee's build specifically.
The problem with all of the above (bar Running, maybe) is that I don't see him attempting to use those skills in the near future, so they'll likely remain undiscovered for the remainder of the campaign. Similarly for some other longshot skills such as Navigation and Tracking - both of which probably would have been discovered around the events of the Bandersnatch encounter anyway), or any weapon skills. Or any other skills, really. Instruction is keyed to Charisma, so that is sort of a possibility, but he did attempt some instruction with Sam, so that probably would have been discovered already as well.
It'd be funny if one of the undiscovered skills for any of us ended up being something we'd never likely use in the campaign, like Swimming, Diving, or Free-Fall.