for (i in 1:length(X)) {
   X[[i]]$Y[which(is.na(X[[i]]$Y))] == "Unknown"
}

# Some data with `""`
v <- 1:10
v[c(3,5,8)] <- ""
v
 [1] "1"  "2"  ""   "4"  ""   "6"  "7"  ""   "9"  "10"


v[v == ""] <- "Unknown"

 [1] "1"       "2"       "Unknown" "4"       "Unknown" "6"       "7"       "Unknown" "9"       "10"