Apart from the classic alien conspiracy theories or ancient aliens or any other wild speculation there is no evidence of any advanced alien life in any astronomical observations. Sure, there are always theories of some phenomena being of alien origin, like some radio signal or some weird observed dust formation. But those are usually just for media attention or some what-if thought experiments.
There is a lot of published work on the likelihood of simple life or intelligent life and I will not add any statistical measure for this. I want to highlight two possible reasons for the absence of any obvious alien activity.
Just Missed
The first is that we do not know the survival rate of any advanced civilization capable of creating signals or structures that we could detect. For example if civilizations survive for a couple of thousand years or less than the chance of an overlapping window between our and another civilization would be very small compared to planetary or evolutionary timescales. Basically we might live in a graveyard. Although the usual counter argument is that if they are really advanced they might leave structures or other things behind that are detectable, independent if they are alive or not. And that brings me to my second point.
Stuck at Home
Currently, we are not capable of creating a planetary or stellar system scale structure that would be obvious enough to be found by observations from some parsecs away. But we can estimate the effort to create something like this and quickly come to the conclusion that the resources and energy required are enormous. More than what would make sense economically and on timescales that are not plan-able without some very strong motivation, like a looming civilization ending catastrophe or some religious motivation.
My opinion is that this barrier to creating something detectable is prohibitive. And this might hint at something else. The current idea of technological progress is that there are no problems that we cannot solve and sci-fi will be real soon. Maybe not being able to detect any obvious alien artifacts let's us implicitly set limits of what is possible. But the nice thing is, we just have to wait until we definitely can say, yes not possible. We can use our own progress to determine what the actual issues down the road to expanding outwards are. Well, if we do not destroy our habitat, which again, was already considered many times as a limit to intelligent life.
Magical Technology
Finally, I want to add some thoughts about magical technology, like general artificial intelligence and faster than light travel. I think we can use the inversion of the previous argument to determine if we will be able to create artificial intelligence. Because the most obvious way for any intelligent species to explore would be to create autonomous intelligent probes with reasoning capabilities that live on timescales large enough to travel between stars.
Or alternatively, if faster than light travel was possible we would see evidence of that, as it would either require huge amounts of energy, create signals that are unique or combined with the probes would be so ubiquitous that we would already have spotted them.
But who knows, maybe aliens are just waiting around the corner for us. Or we truly are the first and everything is a first for any civilization. Someone has to be.