Your implicit interpretation is that QM can tell something about what a photon will do when send into two slit. QM cannot. Saying that nobody should be interested by this problem is "your" interpretation, called "shut-up and calculate", that posit the extravagance of the existence of some probability space (and nothing else).
But there is a chance I get you wrong...

I guess, by "classical fact" some philosphers mean simply observed measurement results. Instead of calling them in the straight-forward way they make in attempt to sound more intellectual rather than using clear understandable language ;-)). SCNR.

QM, or rather QED, precisely tells you what a photon will do when send through a double slit. Hitting the detector/photo plate, it will leave a spot with a probability given by the corresponding probability distribution for hitting the photoplate at the observed position. With a single photon, of course you cannot check, whether the predicted probability distribution is correct. For that you have to create an ensemble of single photons large enough to let you measure the corresponding pattern on the photoplate and check whether it confirms your prediction.

Exactly, and I find quite bizarre that you qualify "hitting the plate (anywhere) and leave a spot", a precise statement.

That's the point, isn't it ?

This is fine, and useful "mind trick". Certainly one that will ultimately be useful to build some fancy macroscopic apparatus, or obtain useful information from a huge number of event.

Now, imagine you are that cat, in that box. You need a theory to help you escape alive. I don't think even you will be satisfied to bet on bets.

I ascribe as much to QM and QFT what these theories predict concerning measurable quantities. In the case of a typical double-slit experiment using single photons it predicts the detection probability at any position on the screen, no more no less. This is the minimal interpretation of the formalism that is consistent with observations.

My attitude towards quantum theory is a simple one: Quantum theory cannot answer questions regarding the intrinsic nature of “phenomena” which we think to “observe”.

What do you mean by "intrinsic nature of phenomena"? Imho QT precisely describes what we observe. If this was not the case, there'd be a kind of crises, hopefully leading to a new even better theory. This happened exactly around 1900 when it became clear that classical physics cannot describe what has been observed around this time (black-body spectrum, specific heat of solids at low temperatures, spectral lines of atoms etc. etc.) and that a new theory had to be worked out, leading finally to modern QT around 1925-27 (Heisenberg, Born, Jordan with matrix mechanics, Schrödinger with wave mechanics, Dirac with the general formalism and field quantization for the em. field).

Saying "quantum theory cannot answer questions regarding the intrinsic nature of 'phenomena'" means nothing else than saying "quantum theory deals only with object-subject relations". You cannot dissect it further on.

A theory IS a mind trick, by definition. An excellent mind trick which is very useful for a particularly precise (and limited if you are that cat) domain of application.
A theory is not an observational fact, a theory is confirmed by facts.

Whatever your philosophical inclination might be, one century ago, we observed some new facts about nature, that is, it comes in small packets. We don't have a quantum (singular) theory. We have a quanta (plural) theory. An excellent and powerfully theory.

Interpretation are not only born from the vanity of some people to impose there implicit misconception upon nature. A photon will pass trough two slit and ends up on the screen. And as far as facts go, only individual photon do that. Thus trying to explain what happens with that photon is quite legit.

Pretending that those individual event are just happenstance, and the only thing that can be made sense of is some ensemble behavior is really a strange claim.

Nature knows what to do with each and every individual photon. Shouldn't we be able to understand "how" it does that trick ?

There is one overall framework called quantum theory. It has different applications and ranges from relativistic quantum field theory for the highest energies in particle and nuclear physics to non-relativistic approximations at lower energies.

Natural sciences aim at describing Nature, as far as objective facts are concerned, not to understand "how she does that trick" (whatever trick you mean). This is done in terms of theories describing quantitatively what can be observed. What a photon is, is clearly defined in QED, and QED's predictions are confirmed by measurements at very high accuracy. There's no "trick" behind the behavior of photons. It's very well described by QED.

I would say that slightly different, perhaps "Individual photons behave how nature allows them to behave."

Proposing a hypothesis about how that occurs is one thing, verifying it scientifically is another. If we could prepare photons in identical states and send them off to hit a screen at an identical location 100% of the time would seem to me to make quantum probability obsolete... but it seems to me nature doesn't care where photons hit a screen, only that they do hit somewhere. Like a classical example, if you roll a ball up a sphere with just enough force to make it to the top, nature doesn't care which direction it rolls down, only that it does roll down.

That much is totally unknown. I have no idea how you can display that much confidence. Whatever is "behind the curtain" exist, whatever name you choose to describe nature.

It's clearly not on an individual Quantum basis. That QED uses a beautiful "trick" with a probability space of quasi infinite dimension made of complex value, is fine and unquestioned by anybody.
I suppose it is intellectually valid to say: let's stop science there and let's forget about the goal to describe nature better, because one can only deal in probability upon ensemble.
But it is intellectually dishonest to pretend to prove the absence of something without backing up with math and facts.

That's the crux of the problem though. Whatever is "behind the curtain" can't logically exist by classical, local means in a single universe. It can't add up to the verified predictions of QED. There's no other consistent way to get the same results.

Trivially (?) If there is some other *real* classical mechanism which feeds the apparent universe - including our inclinations to make particular measurements at particular times, then this type of "conspiracy theory" could never be contradicted by any experiment. If our universe is (super) deterministic, then any non-locality demonstrating experiment, since it takes place in some light cone, can't be guaranteed to be non-local or illogical, eh?

That would be quite a feat of nature... to make everything seem legit and predictable on macroscopic scales, yet to be non-local and probabilistic on microscopic scales. Just because some omnipotent point of view has some privileged perspective? It still does not form a consistent basis because there is no "light-cone" that can encompass the results to provide a c limit to information that has been collaborated. It can't fit in our 4 dimensional understanding of a single macroscopic universe no matter how you slice it unless something is "pulling strings" just for the sake of confusing us.

Yes I guess at some point you have to decide which illogical and unlikely possibility one prefers - the non-local non-causal one or the superdeterministic conspiracy theory.