I have a couple theories on the final titan that hasn't been revealed yet.
1. It's someone that has been identified to have royal blood and being held in captivity by the Marley.
2. We haven't see this titan yet because it's form in something highly unusual. Also, It's probably not well suited for battle because we didn't see it during the recent war. I image it as a human sized titan, probably even stuck permanently in titan form.
2. It could be another power that's been secretly lost by the Marley and this person will appear as another hidden shifter behind the walls. The person may even be an ally to the survey corps.
The possibilities are still endless at this point though, there's just so much we don't know yet..