> For example, we've observed effects ascribed to Dark Matter, but does anyone actually know what it is or even whether it actually exists?
No. Not at all. That is the whole point of giving it the moniker "Dark Matter".
Whatever is causing the observable effects, it is behaving as though there is a lot of matter around that we have not been able to observe, at all.
No matter what the eventual cause is found to be, even if it turns out to be modified Newtonian gravity (MOND or its relatives) it will still behave like there is Dark Matter and will very likely keep that moniker forever. Ditto Dark Energy.
Compare with the Big Bang - which was neither big nor a bang, indeed the name was deliberate British sarcasm - the moniker will likely remain even after its actual mechanism has been determined, replicated[1] and " properly" named (something sensibly polysyllabic).
[1] I recommend wearing a tin hat and ducking.