Trapped pockted of flour in dough

This started as a comment that grew too long... so now it's an answer.

1. How new (or not new) is the bag of flour? And how has it been stored? if it's an old bag or has been stored somewhere where it's exposed to very moist air and/or temperature swings, maybe try again with a fresh bag of flour. Also, as suggested in the comments, try sifting the flour first.

2. How are you preparing the dough? If using a mixer or bread maker, make sure the machine is properly adjusted. Stand mixers can be adjusted too high and leave a layer of unmixed ingredients on the bottom (this can happen even if the mixer is perfectly adjusted, so it's always a good idea to pause mixing a few times and use a spatula to scrape the bottom of the bowl). Similarly, bread makers have a gap between the bottom of the paddle and the bottom of the bowl where unmixed ingredients could be left (although this is not normally a problem if you add the liquid ingredients first, before the flour).

3. or... are you kneading by hand? In this case, as @Stephie suggested, make sure you are working the dough thoroughly enough that it passes the window pane test. It's hard to under-knead with a stand mixer, but it's very easy when hand-kneading.

4. This could also be a problem of too little liquid, or adding it at the wrong time. It's usually OK to add or subtract around 1/2 to 1 tsp. of water for each cup of flour (sometimes even more, depending on the recipe). Adding a bit of water might help.

5. Since this is only happening when you put them in the fridge, it might be prevented by lightly oiling the outside of the dough balls before putting them away. I am assuming since they are doughnuts they are going into oil anyway, so this might help prevent them from drying out. As Mark suggested, it would be a good idea to cover them while in the fridge (this is good to do in general, as it prevents them from picking up any funky fridge flavors or smells, which can happen even if your fridge is spotless).

Only add a small amount of water at a time.

Start with a small amount of water and make a paste in the center of the flour. The paste must be perfect. Once you have a paste, you work the paste. Add the water gradually ONLY TO THE PASTE, NEVER TO THE FLOUR. So, you just gradually get more and more paste, until the whole thing is dough.