Proof that the "Real World" is another Matrix (Matrix within a Matrix)
... and hopefully this is what Matrix Resurrections will address or hover around. Matrix 1 and Matrix 2 left a number of bread crumbs and I haven't seen it brought up here just yet. At the end of Matrix 2 Neo stops Sentinels in the real world exactly how he stops bullets in the Matrix. The filmmakers didn't spend too much time focusing on this event but it is a massive bread crumb.
Another smaller bread crumb is that the Oracle can see things before they happen in the real world. She told Neo that he was going to have to choose between Morpheus' life and his own knowing that Cypher was going to betray them in the real world. The only way she would know what was going to happen (and that Neo would make it out of the Matrix in order to spectate that moment) was if she had future knowledge of what would take place in the real world. This would make sense ONLY if the real world was another simulation that the Oracle was plugged in to.
Another brilliantly hidden bread crumb is in Matrix 1 while Agent Smith is torturing Morpheus he says, "Human beings define their reality through mysery and suffering". What is more miserable than living in a cold submarine, running from killer robots and eating the same G damn goop every day? Everyone in the real world is so miserable that they wouldn't think for a second that they're in another simulation. And if the machines are aware of humans rebelling and exiting the Matrix then set up the "real world" as a safety net to catch those who escape then you essentially have ZERO free minds.