I want any theory to predict what actually happens, which is individual dots at detector.

Or at least some clear statement how comes our reality is not like that.

At least it shouldn't be nonlocal just because of the erroneous rumor that Bell proved that quantum physics is nonlocal or because randomness, nonlocality and retrocausality are just directly observed.

Would you be satisfied if the theory clearly states: "At the time of measurement, the position of the photon interaction is determined by randomly sampling from the quantum distribution"?

Einstein was not satisfied afaik. Plus by this you're proving we haven't moved on since, which isn't very satisfying either.