My pleasure!

Black holes are a prediction of general relativity and what we observed match with this prediction. This is actually the only thing we know that explains the observations.

Now let's move on with your point (that I like a lot): what we observed is something that we have not invented yet. This is possible. But... this not-yet-invented thing will look like a black hole, act like a black hole and could be described like a black hole. In short, it will smell like a black hole. :D