For all our current theories, we either know what data they fail to explain (standard model and dark energy) or we know their region of inapplicability (general relativity and QM).
Of course not.
Science is probably more about the (repeated) confirmation of phenomena that our theories explain rather than the failure to explain something
When Newton's laws work for you, why bother with General Relativity?
We usually need profit over accuracy
On that note, I highly recommend @rlmcelreath's book Statistical Rethinking. The draft of upcoming 2nd edition is freely available on xcelab.net/rm/sr2/
If accuracy is a priority, one needs to define its boundaries because models fail to capture all details en.wikipedia.org/wiki/All_model…