Why can’t we see dark matter and how do we know we don’t underestimate the gravity pull of black holes?

A while back I wrote two posts related to each other about how dark matter holds galaxies together and about the density of dark matter in certain regions of the inner galactic space, forcing some stars to slow down or, on the contrary, to travel faster. 
As I said before, we know so little about dark matter though we have some logical clues it exists, such as: gravitational lensing (there’s a post about it on this page), evolution of galaxies, cosmic microwave background, galactic collisions and the motion of galaxies within clusters. Now I know that all of this doesn’t explain anything related to the questions, so let’s take a step way way back on the subject of dark matter. 
As for all relatively recent topics in astronomy, there are two major and distinct opinions regarding dark matter. Most astronomers agree it exists as there is some very compelling evidence. Then, there are those who say that everything attributed to dark matter can be in fact explained by entropic gravity (including black holes physics).

Dark matter is composed largely of yet undiscovered particles and is also invisible, as it never appears on any electromagnetic spectrum, therefore, it doesn’t interact directly with light. You need to understand that these are the astronomical conclusions for now, considering our technological advancements, which, to be honest, are still in a pioneering phase. We can observe the gravitational force of dark matter when we observe bent galaxies that look that way because light is bent by dark matter, not the galaxy itself. We presume dark matter primarily consists in WIMPs (weakly-interacting massive particles) and/or GIMPs (gravitationally-interacting massive particles), though all experiments done to date were unsuccessful. 
The series of questions asked by Yotam Freyman are very good as they are interlinked in one unique concept. One of the best evidence dark matter exists is our own galaxy. There was never any scientific proof, any computer simulation capable in proving Sagittarius A* is strong enough to keep the Milky Way together. We live in a spiral galaxy, at least 100.000 wide, with an estimated mass of at least 1 trillion suns. Now these are numbers we think we understand, but, trust me, we don’t! They are just too large for our imagination. The estimated number of stars in the Milky Way is between 100 and 400 billion, again, impossible to imagine. Now think that the average distance between two stars is like between to grains of sand 2000km apart from each other. Sagittarius A* is huge, weighing more than 4 million solar masses, with a diameter of more than 44 million kilometers. Impressive? Yes and no. The diameter of Mercury’s orbit is larger than Sgr A*. 4 million solar masses is also impressive, but remember that Eta Carinae alone has a combined mass of approximately 300 solar masses, and it’s just a two star system out of billion/s. I know it’s not the most precise and scientifically accurate explanation, but it paints a pretty good picture about our spiraling armed galaxy. As for underestimating the gravity pull of black holes, we probably do, we probably don’t, but not so much that a black hole like Sagittarius A* is capable of holding together the immensity of the Milky Way. – Roman Alexander

(The question was originally asked by Yotam Freyman from Israel)