>People build theories based on the observations they make in the macro world.
The existing theories, from QM to the Standard Model, and GR by itself, are all, as you say, based on macroscopic observations. We observe (in 1900) the spectral lines of Hydrogen, and after a lot of ingenious work, *deduce* something about the energy levels and the reason why electrons are not classical particles and do not radiate while in a stationary state (for example). Later, we look at tracks of bubbles big enough for us to see, in a bubble chamber at a particle accelerator, and deduce amazing microscopic physics things like
the omega minus particle, and the unification of the electro-weak force (1970s). This experience shows that we can have a lot of success at using macroscopic observations to deduce things about the microscopic world that we cannot 'see' with our eyes, but by combining logic, physical intuition, and these experimental data which are always based on macroscopic observations by our senses. So your comment
>I believe that nobody knows exactly what is going on even in the quantum world.
is, perhaps, unduly negative. We do not yet know everything going on in the interaction between curved space-time and quantum fields, nor cosmology. But probably most of what we know we know exactly...except for the effects of gravity on quantum systems. And there are problems of inconsistency and circularity and overlapping domains when and if one tries to *axiomatise* our knowledge.
This refers to what tom.stoer said in
>the model (SM of elementary particle physics + gravity) incomplete and (partially) inconsistent mathematically
But this does not mean that we don't know all sorts of things...it just means we have trouble organising our knowledge into an axiomatic system. The history of physics shows that usually this trouble is temporary.