Why would there be records?
What other evidence of writing exists at that period in that place?
Albanian sure wasn't being written down, and as we have no other records to identify the inhabitants in this supposed pre-albanian period. So who was going to record it?
Archaeologically Epirus appears to have been Greek as early as the Late Bronze age.
Linguists have reconstructed the proto-Greek homeland to be in Epirus.
But yes, it is possible that the Proto-Albanians were part of a pre-Greek Indo-European migration and that they were settled in the North Epirus/Albania area continuously since some time in the bronze age.
>So you speculate.
>I know it's convenient to believe, and I would like to believe I too. But it just doesn't seem to be true.
Speculate about what? Linguists say that Albanian has loan words from Doric Greek, which was probably extinct by the 1st century BC, and from Latin, ending around 500 AD.
Go find a place on a map where a language can get successive Doric and Latin loans in the period of 800 BC -> 500 AD.
Armenian wouldn't have early Greek loan words because they were in the Armenian Highlands, rather far from Hellenistic influence until the Hellenistic period.
Armenian probably was related to Proto-Greek or rather Proto-Helleno-Armenian. Some people postulate that it migrated East and South rather than West and South. The Armenian Highlands are not that far off from Mitanni, which had an Indo-Aryan population.
Indo-Iranian split from PIE after the Hellenic family. It's possible that the eastern branch of Hellenic, Proto-Armenian, split with or closer to the date of Indo-Iranian. But this theory is just mine, I have nothing to substantiate it.
The connection between Armenian and Greek is however well documented. Armenian is still pretty detached from Greek which is why it's not considered part of the Hellenic language family.