By teaching that the Holy Scriptures are "profitable for teaching, for reproof, for correction, and for training in righteousness" St. Paul does not intend to convey the notion that every mystery of God, or every doctrine about God, or every one of his counsels is revealed therein, but only that for the bishop (here, Timothy), the Scriptures provide the normative and divine means God has given to teach His church. They provide an almost infinite bounty of wisdom and counsel, and they are not bare ancient words, but "alive" (Hebrews 4:12) but they are not intended to contain every mystery of the inner thoughts and ways of God.
1 Corinthians 10:11 Now all these things happened to them in figure: and they are written for our correction, upon whom the ends of the world are come.
Scripture provides many examples of what not to do as a follower of God. The book of Proverbs and Ecclesiastes are examples.
It also provides the laws of God, as in the Penteteuch, and the Prophets.
However, it does not give every reason that every law given is good, wholesome, or morally objectively good, or given to begin with, when it was given (instead of some other time). And I think St. Paul's point in Romans 11:33 is that we are not capable of knowing the reasoning behind all of God's commandments, laws, actions — "ways." It's both a profound and a common sense idea — if we could understand God's every thought and action, we would not be different from God, but would rather be identical to Him.
In brief, the things that are known and revealed by God for teaching from Scripture, is all that is written in Scripture. What cannot be known or understood cannot be written, and would therefore not be written—writing is for creatures, not for God.