Dear Vesselin,
very interesting essay! I agree with much of what you wrote, in particular the necessity of conceptual analysis in fundamental physics. There are some points though where I disagree; let me just explain those that I have not seen mentioned so far:
(1) In the third paragraph, you write that "He [Lorentz] believed that the time t of an observer at rest with respect to the aether [...] was the true time". Taking this seriously, it seems that the reason why Lorentz failed to discover relativity was precisely because he attributed a real independent existence to a theoretical entity! (Namely absolute time.) This conclusion is the exact negation of yours.
(2) Many physical theories have theoretical reformulations in terms of different mathematical entities. For example, general relativity in terms of a metric can be reformulated as teleparallelism, as MacDowell-Mansouri gravity, in terms of frame fields, or whatever. How do you decide which of these represents the actual physical reality? Would you ascribe physical existence to, say, the metric, although it is not a fundamental field in some reformulations? Besides GR, the same question applies to Lagrangian vs. Hamiltonian mechanics, the holographic principle, and probably much more.
(3) Concerning the emergence of mass from interactions and how this is accounted for in the standard model: I believe that these contributions are exactly what one considers when renormalizing particle masses in quantum field theory. For example in quantum electrodynamics, this should be given by the Feynman diagrams contributing to the electron self-energy. Self-interactions are accounted for much more naturally in quantum field theory than in classical field theory.
best regards, Tobias