You're right that my conclusion is essentially a negative one---again, this is like with Gödel's theorems: we won't find a single axiomatization of all of mathematics, it's simply too rich for that. Likewise, we can't tell a single story covering all of physics---reality is too multifaceted for that.
But that doesn't mean the end of science anymore than Gödel's results meant the end of mathematics. I take the aim of science to be descriptive---that is, we want to describe the world, not necessarily explain it (indeed, since at least Nietzsche, many philosophers have argued that this is the only proper role of science).
As to what reality is---well, my answer is essentially that the question is misguided. There's no 'fundamental nature' of reality; the most we can say is that relative to a certain point of view, a certain set of truths obtains.
Basically, I think that ever since Thales, we've been chasing the spectre of some independent substance on which the world is build---the foundations that carry themselves, so to speak. Thales' water is just the first (recorded) example, but the basic idea recurs throughout Western philosophy---there's some kind of stuff, or more than one kind of stuff (as in, e.g., Cartesian dualism or other pluralist ideas), and everything else is made from that stuff.
Eastern philosophy, especially in the Buddhist tradition, is more flexible there. The idea that there could be some such fundamental nature, some stuff that underlies everything else is denied. Rather, everything is ultimately 'empty'---free of fundamental nature---and what exists arises in a process of 'dependent origination'---think of a post-measurement, pre-'collapse' quantum state: relative to the spin being up, the measurement apparatus is in the 'Up' state; relative to the spin being down, it is in the 'down' state. (I should note perhaps that my usage of the Buddhist terms has as much connection with their original meaning as modern-day atoms have with those of Democritus---there's a continuity of theme, I think, but I'm not claiming that the ancient Buddhist philosophers got it all right way back when. Still, I think there's a reason many of the founding fathers of QM had some interest in Eastern philosophy.)
So like you can't point to a post-measurement quantum state as having this or that particular nature, I don't think you can point to the world as a whole and claim it has this or that particular nature, either. Or, to couch things in information-theoretic language again, the world ultimately contains no information, does not boil down to a fundamental set of facts, or something like that; information, and 'fundamental' natures, only comes into play when describing merely a part of the world. But we're limited to partial description; hence, it will seem to us as if everything has some such fundamental nature.
