The issue is that even in your framing “…’nothing’ at any point in time…” is at odds with the Big Bang theory which says time had a beginning. How do you conceive what was there ‘before’ the universe came to existence? (In the absence of matter, space, time and energy)
It doesn't matter which 'serious issues' exist, no one has any explanation for why the future points to a high entropy version while the past point to a low entropy version. You can have issue with any particular issue of the big bang theory, but no matter what you put forth you have to answer the very hard question of 'why was entropy low', being that we know of no way in our current universe to reset entropy.
People don't spend much time on those theories because they are inherently of little practical consequence. What includes that they are also not clearly testable.
Even physics has limits because our physical reality and approach has limits. Not everything can be a controlled experiment, especially things that are way beyond what our senses allow.
So in the end, everybody's theory holds 'almost' the same weight. We're all clueless, yay!