I think in the dark matter/expansion model the idea is that light is stretched due to the universe itself expanding, but maybe I misunderstood the premise. Regardless of the veracity of the dark matter model, the original question of the mechanism of loss is still relevant I think.

We tried and tried in big and bigger Collider to find any trace of dark matter. I think scientist begin to find anything else that could explain the cosmos (even if it is flawed), because dark matter seems more and more unlikely, after all those year looking for it

We've spent years and years eliminating the low hanging fruit -- as one should do first -- but that doesn't resolve the dark matter problem at all. The more exotic types are really, really hard to detect in particle colliders the scale of which we can readily build.

It would be nice to say "we looked for it, but it doesn't seem to exist", but we can't say that. We're nowhere close to saying that. Detecting particles that are hypothesized to only interact via gravity is insanely difficult.

Our colliders are a joke when it comes to the energy levels they have. So there is no need to assume we can detect special stuff with them. Even the Higgs boson took ages to statistical detect, despite only being 125 GeV.