Gee, I have no problem myself with thinking something has always been. Just because I believe in a cosmic intelligence does not mean I feel I have to explain what created it. It is the alpha and Omega. Eternity. I am born on an 8th. The sign which also means eternal. Is that why I have no trouble with it? "
The metaphysical paradigm you propose here, GG, is very coherently explained through Hindu philosophy. According to their model, the physical universe - which has a definite beginning - is merely an idea of God, whom they refer to as the Brahman, Who exists in an eternal realm that is beyond finite time-space considerations, in a mind-space that pervades, sustains and subsumes all of physical reality. Who knows, you may have been a member of the Brahmin caste in a past lifetime!
The 'infinite regression' argument is ultimately based on a futile attempt to impose what we know to be an outdated model of reality on to all of creation and that is its misstep. The problem is that the infinite regression argument is based on formal rules of logic and influenced by 17th century Cartesian-Newtonian thinking, which we now know has limited rather than universal application, through things like our understanding of quantum mechanics and relativity, where time and space are recognized as being interdependent, rather than separate, as we presumed they were until around a century ago.
As such, based on what we know, it makes no sense to presume that 17th-century thinking must apply to this mystery, which is what 'infinite regression' presumes as a first condition.