Just call it "unknown" or "unspecified" or better yet use an optional to hold the enum.
If, like us, you were passing the object between two applications, the owning API would serialize the enum value as a String value, then we had a client helper method that would parse the string value into an Optional enum value.
If the original service started transferring a new String object between services, it wouldn't break any downstream clients, because the clients would just end up with Optional empty
In practice, as it relates to enums, I don't usually see 'no value provided' as a frequently used case - it's more likely that 'no value provided' maps to a more informative 'enum' value