Neutron Stars

Neutron stars are very dense gravitationally. And so they definitely have these kinds of effects on light, but they're not massive enough to create a black spot in space. We can even image x-rays from hot spots on their surfaces and see them spinning. It might form weird states of matter like quark, luon, plasmas, or nuclear pasta. The point is that you still have objects, you still have matter, still resisting the compression of gravity.