I've presented this argument in previous articles, linked below.
Yes, the problem I'm raising is philosophical, and scientists needn't concern themselves with whether their explanations could ever be ultimate, or whether science could ever be finished. Some theoretical physicists do talk about a theory of everything, but perhaps that's more for popular consumption.
Indeed, scientists use limited models to explain parts or aspects of nature, and only presuppose metaphysical principles or neutralize them with a pragmatic standpoint (as in methodological naturalism). It's up to philosophers, then, to address the philosophical problems that arise from scientific investigation, and that's what I'm doing here. Scientists can address them, too, in which case they'd be doing philosophy.
When I said that the whole of nature is "inconceivable," I meant that it's alien to our terrestrial intuitions, and immune to scientific objectifications. My point is that the whole isn't open to scientific explanation since objectifying everything would turn the whole into another ordered, technologically exploitable thing that would have to sit alongside other ordered things. Perhaps philosophers, mathematicians, or artists could stretch their minds and understand what the whole of nature or naturalness as such might be, but scientific models aren't geared towards answering that kind of philosophical question.
Again, my point isn't that nature is "inherently" unknowable since I'm talking about the limits of science here, not the limits of understanding--although conceivably any attempt to understand something simplifies it in a neo-Kantian manner (see the fourth link below).