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Material science is an incredibly complicated field full of details and nuances, and fiction just catastrophically simplifies it to always "strongest" and "stronger than everything else", thus there is no real way to answer your question while maintaining that simplistic premise.
Real world materials are inevitably strong in some ways and weak in others. There is no single measurement of strength and there is no single property that fictional materials like Vibranium or Adamantium have that directly translates to the way real materials work.
We do have materials that are extremely hard like diamond, but they are typically also very brittle and diamonds are also surprisingly sensitive to temperature, despite their hardness, friction still makes heat, even on the microscopic scale, and heat makes them burn away, they're not an infinite drill bit and even with perfect cooling and lubrication, which is realistically impossible, the tips and sharp points will eventually become smooth as they wear down. We have materials like concrete that can survive extreme compression loads, and fail miserably under tension, or shear, and vice versa. We have materials that can survive extreme temperatures and extreme changes and extreme chemicals without significant damage, but then they'll go ahead and do something silly like degrade under exposure to oxygen in the atmosphere or wear down quickly under friction. We do have materials that can "heal" themselves when stressed or damaged, but maybe not fast enough to withstand the kind of loads and forces and conditions you need it to endure. Usually the materials you want to use for something are going to be constrained by weight, or size. Otherwise you could just use a 30 foot cube of solid lead for most purposes, weapon, armor, radiation shielding, electrical conductivity, thermal conductivity, structural support, paperweight, whatever you need really, it'd be very multipurpose, probably don't lick it though.
We do have plenty of materials that strike a good balance of properties, but they are probably never going to be the absolute hardest or most resilient in any category, they're probably good for some particular purpose, and that's what we use them for, but they always come with trade-offs and sacrifices to the point that it's often hard to even agree on the "best, strongest" material for that particular purpose, nevermind a "best, strongest" material in general for any possible purpose. Reality is complicated and is full of complicated and dynamic challenges for materials to withstand. There's no one-size-fits-all "strongest" material, and from what we know of materials science it's not really clear there ever could be.
Thank you for taking the time to type out this thorough response
This. And to expand on this, if there were a material that was strong against all of the mentioned weaknesses, how would you form it into anything useful?
Typically via forging through heating and quenching, for metals. For crystals, probably through growing it in the desired shape.
Yeah I meant if the substance is truly the strongest with no weaknesses. Crystals have a weakness of sheering force in between the cells. If it can be melted, then its weakness is heat. Fantasy materials are often described as being unbreakable, and impervious to heat and chemical reactions. If you can't shape it, it's useless. If it requires the heat of a star to melt, or the force of an atomic bomb to bend, then how do you make something useful from it?