What you need to know is that SSRS formats multiple selections in a parameter as a comma separated list, like this:

"01,-99"

So, when your query runs you are effectively saying

WHERE ('01,-99' in ('01','-99') and ...)

which is never going to evaluate as true.

I imagine that when you get this working, performance will be terrible because of all the "OR" clauses, but here is a quick way to get it working, and then you can work on performance.

Tally OH! An Improved SQL 8K “CSV Splitter” Function

By Jeff Moden, 2012/12/28 (first published: 2011/05/02)

Read the article above and you will find a lovely function for splitting small strings "DelimitedSplit8K".

You can use that here to split the parameter string back out into individual items and then your query will work like this:

SELECT ...

FROM ...

cross apply ssc.dbo.DelimitedSplit8KB(@Unknowns,',')

WHERE

AND ([Item] IN('01','-99') AND (r.race='Unknown'))

OR ([Item] IN('02','-99') AND (r.Ethnicity='Unknown'))

OR ([Item] IN('03','-99') AND (r.Gender='Unknown'))

OR ([Item] IN('04','-99') AND (r.Religion='Unknown'))

OR ([Item] IN('05','-99') AND (r.Language='Unknown'))

OR ([Item] IN('06','-99') AND (r.SFFamilySize='0'))

OR ([Item] IN('07','-99') AND (r.DateOfBirth IS NULL))

OR ([Item] IN('08','-99') AND (r.AddressLine1 IS NULL))

OR ([Item] IN('09','-99') AND (r.HomelessStatus IN ('Unknown','Missing'))

OR ([Item] IN('10','-99') AND (r.HomelessBox='NOT CHECKED'))

OR ([Item] IN('11','-99') AND (r.PostalCode IS NULL))

OR ([Item] IN('12','-99') AND (r.PreferredProvider IS NULL))

OR ([Item] IN('13','-99') AND (r.VeteranStatus ='Missing'))

OR ([Item] IN('14','-99') AND (r.MaritalStatus ='Missing'))

OR ([Item] IN('15','-99') AND (r.EducationStatus ='Missing'))