Have a real one that engines can't solve:
"Can't solve" seems to be a bit of an overstatement. In my test Stockfish finds all the correct moves for white but takes until a few moves in to realize white is winning. One can then back it up to the start and it will "remember" that it has a winning position (in its evaluation.)
Given a long enough think time, or fast enough hardware, I think it would evaluate white as winning from the start.
[edit] also props to the OP for finding a sort of click baitee title to boost engagement: "engine can never solve" ![]()

Here is another study where Stockfish is absolutely helpless (along with other engines), and has no clue as to the solution:
White to play and WIN: