This makes a lot of sense. I have heard from several people that we have multiple models of gravity to replace GR, for example, but we don't know which one to p

This makes a lot of sense. I have heard from several people that we have multiple models of gravity to replace GR, for example, but we don't know which one to pick because our instruments lack the requisite energy levels. Even with the energy levels we can produce in the lab, they all agree. This gets more difficult as we go along because any replacement of GR has to reproduce all of GR's results, demonstrate where GR is wrong - with experimental evidence, and demonstrate that its predictions get it right. TL;DR - to your point, it's not that we don't have ideas, it's we have no means to verify them.