My favourite example for this is the electron. Does an electron how we describe it in quantum mechanics exist in nature? The answer is no. The electron is a model construct we have made up that describes natural phenomena. Nothing more.
This is where non-experts that didn't study physics get confused when they read that an electron is a wave but also a particle. All of these concepts are just physical models that again do not exist in nature. But they describe different aspects of nature pretty well. And so we assign them a meaning beyond what the mathematical or physical model contains, a part of reality.