I agree the dolerite and stone saws seems unlikely, which is why I believe the egyptians used closely guarded iron tools to split the rock. No sawing or countless years of hammering and pounding.
There's plenty of evidence to show how they were moved to the pyramid, images of teams dragging stone blocks on wooden sleds (not perishable rollers), along roads reinforced with wooden sleepers and greased with a lubricant, probably just silty water brought up from the river. So long as you accept egyptians had access to iron a little earlier than orthodox archaeology suggests, there is no real mystery to the creation and transport of blocks of stone.
There is more of a mystery to the raising of the blocks. Its either big ramps or clever cranes / leverage devices. I prefer the latter, a lot less labour to create than large ramps, and easier to remove afterwards. Still, raising huge blocks of stone with neolithic knowledge is a skill we today we can't yet be sure of, but the egyptians had some 8000 years of megalithic tradition to guide them.
I imagine no mummies or artifacts were found because grave robbers had long since removed them. Modern scholars were hardly the first to enter the pyramids, it's well known that arab robbers looted the great pyramid after the muslim invasions, and who knows what they found and whether others had been there even before them.
Chemicals? Dunno, but it doesn't have to be mysterious. The babylonians are believed to have used electrolytes for metal galvanisation for ornamentation, hence the babylonian 'batteries'.
Maybe the lack of hieroglyphs was Khufu's choice, maybe they ran out of time, maybe....whatever! There could be a thousand earthly reasons why they chose not to adorn Khufu's burial chamber with pictures. Again it's a case of looking for mysteries when there doesn't have to be one.
When I look at ancient mysteries like stonehenge or the great pyramid, I just see amazing feats of human ingenuity. I'm not saying its impossible for aliens to visit earth, I just don't think its the most likely explanation. I like to give humanity some credit, especially when such artifacts are still so obviously rooted in the human traditions, they are just the most extreme and most impressive examples of human achievement that only require a certain leap of ingenuity over less impressive examples of the same type of constructions.
There are lots of other henges and megalithic monuments throughout western europe, stonehenge just happens to be the most complex, but doesn't make it beyond human capability. Likewise, the great pyramid is the most complex pyramid but in terms of technique is not that much of a leap in ingenuity above others, especially when you see a good series of development, particularly under khufu's father Sneferu, from one to the next. You then begin to realise it is just the culmination of a long tradition, knowledge building on knowledge until a nation can come together and create something seemingly impossible for a ruler who demanded absolute and unnecessary perfection.