Well what determines what you find compelling? It’s hard to grapple with an incredulous stare.
Unavoidably, inference of de novo gene evolution has to involve historical inference. Nobody was around to record what happened in the genomes of some population of organisms hundreds of thousands, or millions of years ago. If this is going to come down to not seeing it happen in real time (or that no other explanation should be possible to conceive of), you will never find any inferences about the past compelling. I assume this is not the situation we are in though.
So the alternative we have, since we are forced to do historical inference with the comparative data we have, is to compare the predictions of models to observations. And to invoke observed processes and phenomena to explain that data. Same as we would do in any other branch of science that involves historical inference, where scientists attempt to explain data by invoking observed phenomena to explain patterns we find.
In this sense I think it can be valuable to reflect on the fact that nothing is happening in evolutionary biology as a matter of explanatory principle that sets it apart from physics, astronomy, paleoclimatology, or geology.
The basic principles of historical inference are the same, so it’s difficult for me to understand why you’d find some putatively good case for de novo gene evolution (such as, say, the BSC4 gene in yeast) any less compelling than you would a historical inference about how plate tectonics yield mountain ranges.
Most models basically conform to this scenario: (Figure from here: Fact or fiction: updates on how protein-coding genes might emerge de novo from previously non-coding DNA)
It is then a matter of finding a putative taxonomically restricted gene, and determining by genome comparison if a similar sequence of events is reflected on a phylogeny of the species carrying the gene of interest. If scientists can do that (and they can, and have), then there really is good evidence for de novo protein coding gene evolution. I just don’t see what the real problem is here. What more could one hope for, and why is that necessary?