The quote is from Conan Doyle - and indeed that could have been the motto of the development of Special Relativity.

However, I am not aware of undefinable or improbable factors in physics. Relativity still assumes that space is three dimensional, the forth row in the metric matrix is just time. The "imaginary" factors are also nothing to be worried about. "Imaginary" just means the square root of minus one. Imaginary factors are a very familiar concept to physicists and mathematicians, often used to describe cyclic phenomena in nature, f.i. a pendulum.