I believe there was actually a study on evolution in the lab, where a group tested the evolution of e.coli cells over time, I will try to find it. But I do agree with you that there is much we don't know. Personally I find the evolution of modern H.sapiens to be puzzling. I think there was something special that happened with us.
Theistic evolution, there is no need for it. Evolution works fine with the law of natural selection.