spooky action at a distance

There is no "spooky action at a distance." We know quantum mechanics does not contain anything that violates the speed of light limit because this is a requirement for special relativity, and quantum mechanics is mathematically compatible with special relativity. The unification of the two theories is known as quantum field theory. There is a proof called the No-communication Theory that shows that there is nothing you could ever do to a particle in an entangled pair that would alter the state of the particle it is entangled with. There is no actual "nonlocal" (faster-than-light) effects between them.

Claims that there is some sort of nonlocal effects either come from bizarre philosophical arguments where you (for some reason) claim that the wave function represents a literal physical entity floating out there in an infinitely dimensional space whereby the observer effect causes it to "collapse" like a house of cards into a single particle (this is just pure fantasy, nothing in the mathematics of the theory demands you believe this), or it comes from people misunderstanding Bell's theorem and believing it proves the universe has nonlocal effects, when Bell's theorem only shows that if you add hidden variables to quantum mechanics then you must introduce nonlocal effects. Since quantum mechanics is not a hidden variable theory, there is no need for nonlocal effects.

wave functions

The wave function can be used to pick a value from a list of probability amplitudes, and this list of probability amplitudes is called the state vector. The state vector has a probability amplitude for each possible outcome, and each probability amplitude is related to the likelihood of a particular possible outcome occurring. Quantum mechanics assumes nature behaves fundamentally randomly, so the best you can do is make statistical predictions in terms of probabilities.

In a very real way, we’re still just cavemen banging on rocks as far as the sum total knowledge of how things work out there in what we call “reality”. So within that vast gap of what we know, and what we don’t know, there’s could be a lot of things going on.

There doesn't need to be a "deeper" explanation. It's like the kid who always asks "why." There can't always be an answer to the question. Eventually you just have to shrug your shoulders and say, "it is what it is." Otherwise, you get an infinite regress. You have to stop somewhere, and it makes sense to me to stop at our most fundamental scientific theories. Sure, "there could be a lot of things going on," there could be a clown hiding your cupboards, I could be the King of England talking to you right now. Vaguely speculating on how something "could" be possible does not actually, in and of itself, make it reasonable to believe it in it.

Of course, it is always possible all our theories are wrong and get overturned in a major way, but actually believing it is wrong would require an enormous amount of evidence. I stick to interpreting the natural world based on what our best scientific theories for the time tell us. Even if it turns out to be wrong, such as with Newtonian mechanics, well, Newton still had a much more accurate understanding of nature than someone who bases their understanding of nature off of nothing. The fact our theories could potentially be proven wrong is not a good reason to believe in total unjustified nonsense. Whatever you believe in should be well-substantiated by the evidence.

The fact our theories could potentially be wrong, I do not think this is good justification for resorting to pure utilitarianism either, as if we should refuse to ever interpret the natural world because any interpretation has the potential to change one day. Pure utilitarians just treat scientific theories as merely predictive tools, but do not say anything about nature. I prefer to just say we should embrace the change. My understanding of nature is dependent upon our best scientific theories for the time. If, in a thousand years, there is a breakthrough that changes this, I would have still had a better understanding of nature than someone who based their beliefs off of something different than the natural sciences. If that breakthrough happens tomorrow, well, I'd be happy to change my mind. It's not an issue.