Dark Matter (DM) composes 25% of the energy budget of the observable universe. Weakly Interacting Massive Particles (WIMPs) around the TeV scale have since long been among the best-motivated and most studied DM candidates. However, the absence of experimental evidence for such particles either in colliders, at telescopes or in underground laboratories, leaves the community more and more skeptical of their existence. This encourages model-building and studies of new methods of detection beyond the WIMP paradigm. I am interested in studying the possibility that DM is much heavier than the WIMP (TeV) scale. Due to unitarity constraints in Quantum Field Theory, DM can not be heavier than about 100 TeV if it was once at thermal equilibrium with the Standard Model - the so-called thermal DM scenario - otherwise it is overproduced in the early universe. I worked on two mechanisms which dilute the DM abundance in the Early universe, hence allowing to evade the unitarity bound on the DM mass at 100 TeV. I also studied novel methods of detection of such heavy hidden sectors, based on their imprint on a spectrum of gravitational-waves from primordial origins (see gravitational archaeology below)