  Cold dark matter (CDM) has faced a number of challenges mainly at small
scales, such as the too-big-to-fail problem, and core-cusp density profile of
dwarf galaxies. Such problems were argued to have a solution either in the
baryonic physics sector or in modifying the nature of dark matter to be
self-interacting, or self-annihilating, or ultra-light. Here we present a new
challenge for CDM by showing that two of Milky Way's satellites (Horologium I,
and Tucana II) are too dense, requiring the formation masses and redshifts of
halos in CDM not compatible with being a satellite. These
too-dense-to-be-satellite systems are dominated by dark matter and exhibit a
surface density above mean dark energy cosmic surface density
$\sim\Omega_{\Lambda} \rho_c c/H_0\approx 600~\rm M_{\odot}/pc^2$. This value
corresponds to dark matter pressure of $\approx 10^{-9}{\rm erg/cm^3}$. Along
with the recently reported excess in small-scale substructures found in
cluster-lenses, this problem, unlike other issues facing CDM, has no solution
in the baryonic sector and none of the current alternatives of dark matter can
account for it. The too-dense-to-be-satellite problem presented in this work
provides a new clue for the nature of dark matter, never accounted for before.
We note that Horologium I and Tucana II have only been discovered in the past
$\sim6$ years with DES, and future surveys (such as those done by Vera C. Rubin
Observatory) may uncover a broader population of such galaxies. Moreover, we
find that a number of MW's satellite require formation halo masses below the
atomic cooling limit which by itself is another challenging observation to
account for in CDM.
