I am certain the US for instance could easily make nukes with no other country knowing about it, and that's with all the people in the US who would scream that from the rooftops if they knew.

Or you could get even more creative: make a virus in a lab, develop a vaccine / cure, vaccinate your population, release the virus. We don't even know if COVID-19 came from a Wuhan lab and even if it did it seems incredibly unlikely it was developed as a weapon. Imagine the secrecy that would be involved by a country doing so deliberately.

Between nukes / bioweapons / chemical weapons / drones / etc, a country could definitely achieve a huge edge before any other country knew what was happening. It's not 1920 anymore.