Hypothesize that our galaxy is old, so has formed stars since the earliest that star formation could occur. The early stars which were massive died quickly, leaving stellar remnants: neutron stars and black holes. Black holes emit no light, and old cool neutron stars emit very little. They would be very hard to detect. How many are there? Are there any near Earth that we simply haven't detected? The second closest star might not be Proxima Centauri. (It might also be a brown dwarf.) (Could it be a faint white dwarf? There might not yet have been enough time for cool white dwarfs to exist.)
Neutron stars sometimes destroy themselves by gaining mass from a companion and turning into black holes. What portion of neutron stars formed in the early universe still survive? Do they get preferentially ejected out of the galaxy?
Massive stars are rare, but their remnants stick around for approximately forever.
Gravitational lensing (microlensing) is one way to detect faint massive foreground objects. Maybe against the background of a nebula which has large angular area? Dense star fields, e.g., Milky Way, Andromeda galaxy, might also work. The foreground lens (probably) has to move (proper motion) for us to notice the lensing.
Maybe a bit surprising that the Kepler telescope didn't see something like this.
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