IDK where you get your information from, but I agree with the title. There's no clear reason why dolphins or squids could not have evolved further. The size of the universe is not that well understood IMO. The best theory is that quickly after the big bang an inflation happened and the universe has been expanding at lower rate ever since. But apparently there's recent evidence that this is unlikely.

There might be evidence of alien intelligent life, but we might be not smart or lucky enough to find it. It's a big universe after all. I don't understand what you are trying to say with quantum entanglement. If you mean that we can communicate with it, I'm not sure that would work.

You can't have literal infinite density. At least theoretically. The laws of physics break down at this point. On the quantum scale when the Planck constant h becomes meaningful single photons have enough energy to be disruptive. The energy of a photon is h * f. When photons are the equivalent of cannon balls, observing is the same as bombardment. There's nothing mystical behind that.

Photons have no mass, but they have energy as I said above. They can't move at infinite speed because if you think about it that's not movement. They would be everywhere and nowhere at the same time. Also v = d/t. You can make v infinite by letting d approach infinity or t approach zero. Kinetic energy is not free. The energy of photons is proportional to the Planck constant, so it's limited. Also because of Heisenberg uncertainty principle, time has a minimum bound and zero duration is meaningless.

TLDR; reality is bizarre, but some of your information needs checking.