Learn Italian: Parto senza che lui sappia ciò. - I leave without him knowing that.

Ciò is an invariable pronoun meaning this or that when referring to an abstract idea, a situation, or an entire statement. Here, it refers to the whole concept of your departure. You could use quello, but ciò is very common and precise for abstract concepts.

Why is the verb sapere in the subjunctive form sappia?

The phrase senza che (without) always triggers the subjunctive mood. It introduces a subordinate clause where the subject changes from the main clause (I leave versus he knows). Because of this rule, the verb sapere takes the present subjunctive form sappia.

Why do we include the subject pronoun lui here?

In the singular present subjunctive, the conjugated forms for I, you, he, she, and it are all exactly the same (sappia). Including lui removes any ambiguity and makes it completely clear that he is the one who doesn't know.

Could I put ciò before the verb instead of at the end?

Unlike unstressed object pronouns, ciò is a stressed pronoun and generally goes after the verb. If you wanted to put the pronoun before the verb, you would drop ciò and use the direct object pronoun lo instead, making the phrase senza che lui lo sappia.