The infinite regress can only be treated with logic.
And thought experiments are in realm of logic. You can't apply the scientific method in this case. No matter what Scientism says about this.
The most popular thought experiment about the infinite regress is the shooting soldiers.
We start with the axiom of the existence of something.
Something exists. Why there's something instead of nothing? Because there's a cause or infinite regress?
There's something. Let's say this something is a gunshot.
Imagine a row (tending to infinity) of soldiers. Every soldier ask to his superior behind (representing the hierarchical chain of cause and effect) an order to shoot.
Let's suppose that a soldier wants to shoot a bullet, but in order to so he must receive an order from his superior, and his superior must himself receive the order from his superior .... if this chain goes to infinity, the first soldier will never shoot a bullet.
If infinite regress is real the order to shoot would never be made. But there's a gunshot (something) so must be a first cause who gave the order to shoot.
If infinite regress is true then the inevitable question arises "why there's something rather than nothing?"