We're using prom + cortex/mimir. With ~30-60k hosts + at least that figure again for other endpoints (k8s, snmp, etc), so we can get away with semi-manual sharding (os, geo, env, etc). We're happy with 1m polling, which is still maybe 50 packets per query, but no persistent conns held open to agents.
I'm guessing your TCP issues were exacerbated by a much high polling frequency requirement? You come back to persistent connections a lot, so this sounds like a bespoke agent, and/or the problem was not (mostly) a connection establish/tear-down performance issue?
The external discovery service - I assume an in-house, and now long disappeared and not well publicly described system? ;) We're looking at NodeRED to fill that gap, so it also becomes a critical component, but the absence only bites at agent restart. We're pondering wrapping some code around the agents to be smarter about dealing with a non-responsive config service. (During a major incident we have to assume a lot of things will be absent and/or restarting.)
The concerns around incoming conns to their apps, it sounds like those same teams you were dealing with ended up having to instrument their code with something from you anyway -- was it the DoS risk they were concerned about?