It is estimated there are $10^{19}$ black holes in the universe. Why in all of astronomy have we not observed one in the process of formation? Is it possible the black holes were here first? We should have observed at least one half eaten star by now.
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It's very difficult to detect a stellar mass BH (black hole). Obviously, the BH itself is invisible, so we have to rely on indirect evidence, like the orbit of a companion star, or the X-rays emitted by matter falling into the BH, typically being accreted from a companion star.
Another possibility is to observe gravitational microlensing, but that requires the BH to be sufficiently aligned with the light source and the Earth. So far, only a few microlensing candidates have been proposed, with the first confirmed as a BH in 2022.
A stellar mass black hole can form as the remnant of a core-collapse supernova (type II supernova) if the collapsing star has sufficient mass. If the mass is too small, the remnant is a neutron star. Only large stars become type II supernovae, those with an initial mass of around 8 to 40 solar masses.
It's also possible for a BH to form as the result of two neutron stars merging. We have observed a few such mergers, but they don't always lead to a BH. Such mergers are quite violent, expelling a lot of matter, so the remnant isn't necessarily much more massive than either of its progenitors.
Statistically, we expect to see one supernova roughly every 50 years in a galaxy the size of the Milky Way. However, the last confirmed sighting of a supernova in our galaxy was in 1604, Kepler's supernova, and that was the more rare type Ia supernova. The only nearby type II supernova in recent decades was SN 1987A in the Large Magellanic Cloud, which left a neutron star remnant.
The first stellar mass BH candidate was Cygnus X-1, an X-ray source discovered in 1967 at a distance of 7,300 ± 300 light-years from the Solar System. It was proposed as a BH candidate in 1972, but it wasn't until 1990 that it was generally conceded that it is most probably a BH.
We have seen many supernovae in other galaxies, but it's not easy to make detailed observations of isolated stars in other galaxies. The final stages of the life of a large star pass fairly quickly, and it's not easy to determine when a star is on the verge of collapse. As I said on Astronomy.SE,
It's much harder to estimate when a core collapse supernova will occur because we can't see the star's core. As a large star ages, it performs a series of nuclear reactions in its core. The rates of these reactions are highly dependent on temperature and pressure, and the more massive stars have higher core pressures and temperatures.
A star of 25 solar masses burns hydrogen in the core for $10^7$ years, helium for $10^6$ years and carbon for only $10^3$ years.
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the process will use up most of the carbon in the core in only 600 years. The duration of this process varies significantly depending on the mass of the star.
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The following stages are even faster: neon burning and oxygen burning in a 25 $M_\odot$ star last for only a few years at most, and the final set of reactions, silicon burning, can only occur for a few days before the core collapses.
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So if we knew that a star was doing carbon fusion in its core we'd be able to make a good estimate of when it's likely to go supernova. But the heat of carbon fusion simply doesn't have enough time to reach the surface of the star before the supernova happens.
So it's really hard to know that a star is about to collapse. We have spotted a few supernovae occurring in other galaxies, but we didn't know about them until they started exploding. From Wikipedia History of supernova observation,
On May 21, 2008, astronomers announced that they had for the first time caught a supernova on camera just as it was exploding. By chance, a burst of X-rays was noticed while looking at galaxy NGC 2770, 88 million light-years from Earth, and a variety of telescopes were aimed in that direction just in time to capture what has been named SN 2008D.
However, we don't know much about the progenitor star of SN 2008D, or what kind of remnant it left.
In a comment, you mention "I would imagine something like 10 solar masses collapsing to point in milliseconds would create a massive gravity wave". However, spherically symmetrical motion doesn't produce gravitational waves; this is related to the Shell theorem. OTOH, type II supernovae are notoriously asymmetrical, so there would be some gravitational radiation emitted, but not as much as you might expect, compared to the energy emitted as neutrinos, electromagnetic radiation, and kinetic energy of expelled gas & plasma.
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On cosmic timescales, a black hole is created in an instant. Astronomically speaking the chances of seeing one during its collapse are astronomically tiny.
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