It’s called the double slit experiment and you described it in its essence quite well.
I think the only thing it conclusively proves is that things are not always (probably not ever) as we rationally understand them.
It is highly suggestive however, along with all the other “spooky” (as physicists themselves refer to them) occurrences, that there is something out there that gives causality to the universe that we may be too limited to be capable of understanding