When using unrm.fatx with the -l option to recover to the local directory, if it comes across an unknown chain and asks if you want to recover it to lost+found, it seems to put it in a folder named "?" rather than lost+found.
$ mkdir recover
$ cd recover
$ sudo /usr/local/sbin/unrm.fatx -t /dev/sdb -l
Analysing filesystem, please wait.
Finding all files and directories.
Finding all deleted files and directories.
Entry /Content/E00000DB52033DE1/FFFE07D1 points to invalid data. Skipping.
Entry /Content/E00000DB52033DE1/4D5307D1 points to invalid data. Skipping.
Trying to recover deleted files and directories.
Entry /Content/E00000DB52033DE1/FFFE07D1 points to invalid data. Skipping.
Entry /Content/E00000DB52033DE1/4D5307D1 points to invalid data. Skipping.
Checking FAT consistency.
Found unknown chain at 0x000028AB (16384). Recover in lost+found ? [y/N] :y
Found unknown chain at 0x000028B4 (16384). Recover in lost+found ? [y/N] :y
$ ls -l
total 0
drwxr-xr-x 1 root root 28 May 5 23:06 ?
$ cd \?
$ ls -l
total 32
-rw-r--r-- 1 root root 16384 May 5 23:06 FILE000
-rw-r--r-- 1 root root 16384 May 5 23:06 FILE001