We don't. It could well be the case that there is a deeper theory than quantum mechanics which makes all or most of the weirdness go away. There's a lot of people looking for those kinds of theories and in the past eight decades they've mostly come up empty handed.

What we do have is strong constraints on how that theory can look like - things like the Bell or PBR theorems, or the far-reaching effects of nonlinearities - which make it very hard for theories to do away with the weirdness and still reduce to quantum mechanics.

We don't. It could well be the case that there is a deeper theory than quantum mechanics which makes all or most of the weirdness go away. There's a lot of people looking for those kinds of theories and in the past eight decades they've mostly come up empty handed.

What we do have is strong constraints on how that theory can look like - things like the Bell, Kochen-Specker or PBR theorems, or the far-reaching effects of nonlinearities - which make it very hard for theories to do away with the weirdness and still reduce to quantum mechanics.

Thus it's perfectly possible for someone to come up with a theory that supersedes QM, and if they do then we will all thank them for it. However, from the way things are looking like right now, that bigger theory is likely to be even weirder than QM, and it is likely to force you to give up principles that we hold even more tightly than locality and realism, such as the possibility to set up independent experiments in different places. And, if you do go that far, then many physicists will begin to question just to what extent that theory is an improvement over the weirdness of quantum mechanics.