Given that quantum physicists can’t agree on just exactly how or why particles sometimes act as waves and sometimes as particles, I’d say the answer is that they don’t really have a good answer for that yet, other than “waves or particles of probability”, which sounds like a fancy way of saying that they still don’t know either.
The gap between the macro-world and the subatomic world is still a mystery that has not been fully solved. Anyone telling you differently is probably trying to get you to join a cult.
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