Deep entanglement
I'm a big fan of quantum physics having studied it for two years at university, but the basic fact is that scientists still don't know what to agree on and what it all means.
Recently physicists have been investigating if entangled particles are indeed linked via a undetected dimension of space-time.
I recently read an answer on Quora given by Allan Steinhardt PhD and it was a very interesting answer.
Quantum quandries
So are entangled particles really connected via 12, 13 or 14 dimensions of space-time? I believe myself in at least 10-11 dimensions of space-time, but I don't believe they help explain entanglement any better than any other theory.
Mystery begets mystery and despite all the quantum advances there is still a huge mood of mystery surrounding the universe at large. Steinhardt's Quora reply seems to me to be bloated with arrogance which is not commonplace among scientists.
Instead I recommend the book 'Warped Passages' by Lisa Randall, as she is one of the most influential thinkers in the universes' extra dimensions. In her book she argues how leading edge physicists arrive at their thinking about space dimensions and how they might help bring solutions to the quantum universe.
This may surprising to the man on the street, but physicists don't really care about quantum weirdness and entanglement. Why is this? Well, the reason is the consistency that they seek for their scientific papers and not the intuitive bias that holds no appeal to them.
The quantum universe models without gravity are mind boggling and weird, but the calculations are a little more tangible. Add gravity and a whole new can of worms emerges. Have a well grounded day - with gravity!