What would you tell a researcher at a frontier lab who believes they have a better direction but cannot get resources to pursue it?

It really depends on why you want to do it. If you want to play around with research, the big labs are genuinely the best place for that. What I would push back on is starting a new lab just for its own sake. Most new labs I have talked to do not have a clear direction. They want money to run experiments. That destroys value. If you truly have a different northstar, a genuine new task you believe in, then absolutely start a company. But do not try to be a lab. Try to solve something real. Be driven by actual problems you want to see fixed in the world. That was the only thing that kept me going through two years of stealth while nobody believed what we were building was real.