Those wouldn't be theories in the scientific sense of the word.
Most of the discussions about what counts as a "theory" in the sciences take place in the philosophy of science literature, politics, and in popular/sensationalist stuff. Most scientific literature doesn't use the concept of a "theory" the way one is taught even as an undergrad in the natural, biological, or other sciences. But that's largely another issue and I generally have a problem with this kind of talk mainly because of the issues I have with how STEM and similar movements make sweeping statements about the nature of science that are highly misleading, don't reflect our actual practice, and tend to have the opposite effect than the one intended: they increase ignorance rather than educate.
In physics, however, there is something rather unique when it comes to what "theories" consist of. As in other fields, in physics one finds things that are theories/theoretical frameworks discussed constantly in the literature without anybody calling them theories, and plenty of uses of the word "theory" to refer to things that do not at all conform to what the "scientific sense" is supposed to be. Again, this is just the nature of scientific research. Gauge theory is a framework akin to information theory rather than evolutionary theory (which is actually somewhat broader than most fields), hypothesis testing is a methodology used in HEP as it is elsewhere (accept machine learning), and so on.
But in physics alone quite frequently the word "theory" means "Lagrangian". Effective field theory is a good example in that it both encompasses this usage along with a modern philosophical bent towards the nature of fundamental physics and quantum foundations in which e.g., Newtonian gravitation or classical electromagnetism can or cannot serve as valid theories in their own domains:
“Effective Theories” are theories because they are able to organize phenomena under an efficient set of principles, and they are effective because it is not impossibly complex to compute outcomes. The only way a theory can be effective is if it is manifestly incomplete...the natural tendency of young students entering science is to believe a theory is either right or useless, when they can never be completely right, but rather merely Effective Theories that are “correct enough for our purposes in this domain.” Frequent and formalized reminders of this are helpful for newcomers to the field.
The other purpose of emphasizing the name Effective Theories is to force us to confront a theory’s flaws, its incompleteness, and its domain of applicability as an integral part of the theory enterprise."
Wells, J. D. (2012).
Effective Theories in Physics. From Planetary Orbits to Elementary Particle Masses (
SpringerBriefs in Physics). Springer.
It's true that most of the time in the literature (as well as in symposia or conferences or seminars and what have you) we use terms like "theory", "model", "hypothesis", etc., interchangeably and often don't bother to use the term "theory" at all except when it is something that everybody knows is no more a "theory" in the sense used by educators and in the source you give than is group theory or number theory, but physics is special in another way in that in no other realm of inquiry is there such a divide between what are now called "experimentalists" and "theorists". In fields like neuroscience or radiology or biochemical engineering the scientists working on extending or modifying some existing theoretical framework (or competing against one) are the scientists who are involved in the experimental evidence that is supposed to underlie all scientific theory according to popular misconceptions perpetuated in science classes the world over. In physics, the tendency towards specialization has resulted not only in ever-increasing research areas and division within fields, but also into a more fundamental dichotomy. Theories QCD, relativistic quantum information theory, the standard model, etc., are developed by theorists largely without empirical data. That's what theorists do. Experimentalists are the ones tasked with trying to devise ways to provide theorists with empirical data. So theories in physics are developed by scientists who never actually do any experiments or empirical observations, while experimentalists (the ones who design and implement the actual experiments, make the actual observations, and obtain empirical data) often do not even understand much of what they are supposed to be testing as they aren't theorists.
Where your point does have some validity, though, is in the more highly speculative attempts at an approach towards a theory that explains either how the quantum realm emerges from a deeper physical reality that is closer to the one relativists/cosmologists tend to favor (i.e., dynamical spacetime) or how spacetime emerges from a deeper quantum reality or how both emerge. I tend to regard many theories that are or are akin to the collection of approaches variously lumped under the catch-all term "string theory" or something similar as so far removed from physics that even the tentative connection with the sense of "theory" in physics as something in which can write down the Lagrangian of a system (or something like one) that they are not really physics at all.
The rest of your post seems to be a long description of how we don't know how to reconcile GR with QFT which is true but is not the same thing as us not having a theory or explanation of gravity.
We have theories. The most used one (Newtonian) is the one that explains nothing because it is wrong but quite useful much of the time. Where we have an explanation is for the most part in GR, but here we have a problem with the explanation and most especially if we wish to think of the theory as explaining gravity. After all, gravitation is supposed to influence all physical systems and their components, as indeed we know from the way Newtonian gravitation is used in everything from astrophysics to biophysics (usually indirectly via some form of analytical mechanics with fictional forces and generalized coordinates you may recall from upper level undergrad physics rather than as the notoriously inelegant and impossibly complicated equations we teach high school students or first year undergrad mechanics).
The problem is that GR as a theory tells us what we had thought to be a force and what we continue out of convenience and habit to refer to as gravitation or gravity as if it were a force is actually the local changes energy make to the geometrical structures of spacetime. So, if GR is an explanation of gravity, it would explain how there isn't any such thing as gravity or gravitation and we should instead think of Newtonian gravity as the incorrect explanation of motion due to a non-existent force. The problem, though, is that this explanation requires our theory of everything else in the universe to be quite wrong (by "everything else" I mean our theories that explain the fundamental constituents of all physical reality via e.g., the standard model and some physics beyond it in a few cases).
As an explanation then, GR explains how we shouldn't think of gravity at all and tells us that the way we might approach it in our most successful physical theories ever is quite wrong: from electrons to galaxies no physical system can exist without interacting with spacetime in a way that is quite obviously and necessarily inconsistent and incompatible with the basic tenets of a far more successful theory: quantum mechanics and its extensions. Quantization involves explaining the nature of physical reality ultimately in a way that doesn't make sense in the context of GR:
"The global structure of space-time is need for the commutation relations between observables, in particular for the causal commutativity at (arbitrarily large) space-like separations. The local metric structure is needed in the formulation of dynamical laws in quantum field theory. Translation invariance is necessary for the definition of energy momentum which, in turn, is central for the formulation of stability and nuclearity."
Haag, R. (1996).
Local Quantum Physics: Fields, Particles, and Algebras (2nd Rev. Ed.) (
Texts and Monographs in Physics). Springer
In short, the "global structure" needed for the "observables" referred to above is absolutely basic to quantum mechanics and everything built using it (e.g., QED, the standard model, etc.). The "global" here refers to the way in which we require space-time to be the metaphorical background arena to physical phenomena rather than a part of their dynamics. So at the heart of our theories and explanations for the nature of matter, energy, etc., is a space-time structure and explanation of spacetime that cannot exist according to the explanation we are given by GR. It is not a matter simply of the fact that we haven't reconciled quantum theory with general relativity. It's that the one excludes the entirety of the other, including any purported explanation.
