Giant comets would be GREAT exploratory starships, you just rehuse frozen water for reorient the thing, somehow attach an habitat ontop / inside the comet, then you take off right to the inner solar system, or outer solar system regions.

You could send a relatively small probe to the Oort cloud, look briefly for a comet falling to Sun's gravity well, a plug it with hardware, then the thing would approach Earth as stealthy as some giant alien starship can get, you look at it, just seing some, another giant comet just doing its usual business around the system. No fuss.

"..things are even more complicated than anyone imagines"

This, because almost the only know social paradigm related to aliens is mainly related to "alien conquerors". But there are LOTs of possibilities about what an alien life form or probes could be doing around and/or on Earth.

The possibilities are endless, they could be doing research, they could be interested in other stuff in the solar system (a handy orbital outpost near Jupiter to monitor, supervise, re-orient high speed vessels, without reaching the inner solar system?), maybe they're looking for ancient aliens who were detected 3 million of years ago (instead they've found us, not sure what to do about the talking meat-bags), maybe our understanding of the universe is still way below the standard required to really understand them (just like octopuses and dolphins are highly intelligent but don't know how build microchips or space ships), you name it, it is possible.

Also, all the conspiracy theories are feasible too, because we've already "de-debunked" enought conspiracy theories in the last 50 years which ended being real, that we should really think about those "unthinkable" crazy hypothesis all around Internet and way before Internet.