IMO: Thorough root cause analysis should be performed, however, i agree there are some CCP's deviation that are unexplained. In these situations (like any other CCP deviation) it is important to record all possible investigation for the deviation and document it correctly. Your root cause conclusion should be " Undetermined" (or something similar), after all possible causes are checked and excluded, to close your CCP deviation.
Your corrective action should include monitoring of the same deviation on the same product/process for the next three processing runs/months/supplier raw products (it can vary per your interpretation). I agree this is not the best response, but if no cause is determined, the only option left is to monitor if any further issues are detected.
Like in the example your shared above:
You check all your equipment and no source is found. You check with your vendor and they have good control of all hazards (magnets /Metal detector ) and no deviation was recorded at their end. Therefore your root cause analysis stays Undetermined.
This is just my 2 cents, lets see what others have to say....