Relativity works. Quantum mechanics works. Thermodynamics works. Independently, at least. Nothing else works nearly as well, except in idealized or highly simplified scenarios.
Yet for all that, at least two of them must be wrong. They don't mesh together well, and a true description of reality needs to make them all mesh perfectly.
(Yes, I am aware that there have never been any even remotely likely alternatives to thermodynamics, and it's "settled" to the point where you practically have to be an idiot to challenge it, but as long as there are issues with the other two, you can't completely rule out that some very subtle error in our comprehension of Thermodynamics might be fucking up our understanding of at least one of the other two.)