A Couple Of Thoughts
You must have the same problem with the EM field that is associated with light waves. One asks:What is waving? Physics answers: The EM field. One then asks: But then what exactly is the EM field composed of? Physics answer: EM field=EM field; end of story.
I sympathize with your discomfort about accepting the idea of space-time geometry as a fundamental entity that is not composed of something else. I have struggled with that too. But I am not going to make the intuitive jump to the position that there must be some universal fluid or plasma that does the curving until I have some good empirical evidence to justify that leap of faith. So I guess I’m not a “believer” or a “non-believer”, but more of an agnostic on this issue (and the EM one).
If we find empirical evidence indicating that there is a universal fluid/plasma, then Discrete Scale Relativity has a prime candidate for it, since it predicts an infinite hierarchy of objects and and infinite hierarchy of fluids/plasmas (think of an infinite hierarchy of solar wind/cosmic ray plasmas; one for each of the infinite number of cosmological Scales).
But before anyone would take that seriously DSR must first successfully predict the dark matter ID and its exact mass function/spectrum. Until DSR passes this supreme test, and a few more of the 15 already identified, I bide my time on the issues discussed here.