score:9
Though it is going to be difficult to address information of which we only have your memory of a video as evidence of, I may have found information which matches your claim, and a possible explanation. (Again exceedingly difficult to know if this is relevant, but in this situation...)
A publication came up through searching, Theresienstadt 1941-1945: The Face of a Coerced Community By H. G. Adler, Jeremy Adler. Within this there is an area entitled Deportations to and from Theresienstadt, which appeared promising. On page 45 of my preview version there appears the following table:
Note the line 'other places' with 4000 deportees and no survivors. This seems to correlate with the information in your query. The wording of your question seems to make it appear as if this information was being intentionally secreted by the Nazis, but from the wording in this document, it seems the information as to the locations these individuals were sent to simply has not been determined through later investigation.
"in four cases, we are not sure of the destination and can only guess at the region in which it ended, and in twelve cases we rely on trustworthy witnesses and other indicators."
So it would seem the mysterious destination represented by the film you observed is simply representing information which is unknown to the compilers of this data after the fact. If this doesn't serve to satisfy your query, it may at least indicate the data you are referring to...
(Looks like Terezin has an active web presence and has been presenting children's educational materials including a play concerning the children there. It looks like it may have been a great choice for your children to experience. I did not see anything showing the material you watched.)