This column was added by one of the refreshes. It seems, that the hotfix was not applied as instructed in the documentation - the DB part of it. This could indicate also that something else was not added, removed or updated.
In this particular case, if it is the only thing missing, open the Hotfix_default.sql file from the hotfix package and search for the 'DocumentUnpublishedRedirectUrl' and extract the parts of the SQL commands which are adding this column into the CMS_Class as well as CMS_Document table. Make sure you have DB backup before making any changes directly to it!