My question is as in the title:
Does anyone have an example (supposing one exists) of an $\infty$-topos which is known not to be equivalent to sheaves on a Grothendieck site?
An $\infty$-topos is as in Higher Topos Theory (HTT) 6.1.0.4: an $\infty$-category which is an accessible left-exact localization of presheaves on a small $\infty$-category.
A Grothendieck site is a small $\infty$-category $\mathcal{C}$ equipped with the $\infty$-categorical variant of the classical notion of a Grothendieck topology $\mathcal{T}$, as in HTT 6.2.2: a collection of sieves (subobjects $U\to j(C)$ of representable presheaves on $\mathcal{C}$) satisfying some axioms. Sheaves on $(\mathcal{C},\mathcal{T})$ are presheaves of $\infty$-groupoids on $\mathcal{C}$ which are local for the sieves in $\mathcal{T}$. Such form a full subcategory $\mathrm{Shv}(\mathcal{C},\mathcal{T})$ of the $\infty$-category of presheaves.
Note: the question Examples of $(\infty,1)$-topoi that are not given as sheaves on a Grothendieck topology appears superficially to be equivalent to this one. In practice it is not exactly the same. As answers to that question show, many interesting $\infty$-topoi exist which can be described without reference to any Grothendieck site. But it is still conceivable that a suitable site exists.
Also note: any $\infty$-topos $\mathcal{X}$ can be obtained as an accessible left-exact localization of some $\mathrm{Shv}(\mathcal{C},\mathcal{T})$ with respect to a suitable class of $\infty$-connected morphisms (HTT 6.2.2, 6.5.3.14), e.g., the class of hypercovers. However, this does not immediately preclude $\mathcal{X}$ being equivalent to $\mathrm{Shv}(\mathcal{C}',\mathcal{T}')$ for some other Grothendieck site $(\mathcal{C}',\mathcal{T}')$.
Added remark. I asked this question because I had, for a long time, tacitly assumed that such examples were plentiful, until I thought about it and realized I had no basis for thinking that. As no answers have yet been given, and I'm not aware of any tools which would likely lead to a resolution one way or the other, it looks to me that this should be regarded as an open question.