But they were caught, right? And even then it was (and always is) a small handful of vote. Is there any proof that something like that could be doable at scale, across multiple states, each with 10K+ votes difference?

Exactly. It's proof that these kinds of things are investigated, people do go to jail for it, etc. That makes it even more unlikely that something as huge as DJT alleges could possibly have happened with zero evidence of it showing up.