Given the lack of forecasting signal, the obvious next step then is to seek out external (exogenous) features in the real world that can help prediction models. After all many real world time series are event-driven (FX, bitcoin) and hence they are exposed to shocks and drifts which can also be measured or accounted for in the data generating process.
This is the approach I'm using at my job, which is incident detection with customer metrics. We're tagging our time series data with common features -- such as country, customer type, etc -- with the idea that we can do a graph-like search to find exogenous variables. We can also use this to identify time series that have a similar "data generating process" and are simply different "realizations" of each other.
We don't need great time series forecasts, just something that detects large deviations quickly. We can then add in an existing dataset of _known_ incidents, indexed by the same common features, as a training/validation set.