What do you mean "nowhere to be found". We have found dark matter. We know where it is because it's gravitationally lensing photons. We also know where it's not see the bullet cluster https://en.wikipedia.org/wiki/Bullet_Cluster

We have found it but not by direct observation because it does not emit light but it does interact via gravity. We know it's out there, we just don't know exactly what it is yet.