Liquid which neither dissolves in water nor oil
Fluorocarbons are compounds that are hydrophobe and lipophobe. It's a special property of perfluorinated compounds: They are non-polar and thus hydrophobic but in addition as the high electronegativity of fluorine reduces the polarizability of the atom, fluorocarbons are only weakly susceptible to the fleeting dipoles that form the basis of the London dispersion force. As a result, fluorocarbons have low intermolecular attractive forces and are lipophobic. 
I'm not sure about their toxicity, but this seems to be an issue, e.g. here.