It is concievable that there could be infinite structure in a finite
volume, just like a fractal or something. No reason why it cant happen
in space as well, but you'll never be able to observe anything smaller
than Planck scale.
And since energy is really nothing but structure, it is concievable
that there really is infinite energy on scales which are unobservable
to us, but that the true laws governing things wont ever allow us to
exploit that energy, or even to observe it. It would be completely
inaccesible to us. It would "appear" nonexistent.
I think that there must be some kind of law governing conservation of
structure across various scales. Somehow, the universe which we observe
and all of the structure in it must be conserved.