Normally the term I hear is “finite, but unbounded”, but I suppose it’s hard to grok that either.

I also really wonder what is the universe “inside of”? Like why is spacetime here in the first place?

I agree that our explanation must be impoverished compared to the true nature of nature. It really boggles my mind. I enjoy the public physics lectures scattered around YouTube, but it all still leaves me realizing how limited our understanding is compared to the mundane goings ons of our universe. Our current understanding is that we’ll never communicate with distant galaxies, meaning there’s likely a trillion inhabited worlds full of beings we will never know.