Black holes are a mathematical construct that makes no sense in actual physical reality, which is why they generate a host of unresolvable problems, stuff like infinite density, the information paradox, the naked singularity paradox, and more.
We may know that something is in particular locations where black holes are said to be, but that's light years from proving black holes exist.
The fundamental problem is that we really don't understand what gravity is yet. The black hole is really more of a representation of the black hole in our understanding of gravity, rather than an actual physical object.
Hell, you can't even get a consistent definition of a black hole - are they singularities or regions of space? Each would lead to different real-world physical consequences, yet orthodox scientists freely mix the two when describing these objects.
A lot of science is just pretending to know things that are only being guessed at, and black holes fall squarely into that category.
Anyway... if you are interested in just comfortably confirming orthodoxy, there are plenty of scientists who are paid well by the government to write article after article assuring you that government science has everything correct already. But if you are interested in exercising your mind and imagination and want to figure out the truth for yourself, things can be a LOT more interesting.