Everywhere is relative. There are an estimated 5 trillion habitable planets in the known universe. We've mostly explored one. On our closest neighbors, we've done roughly the equivalent of checking your back yard and saying "There are no whales". Well, unless you happen to have whales in your yard, then we'll say "... no elephants". :)
If there is/was life on other planets, it is very likely not to be in our solar system. Even if there was an species that achieved space travel, and spent millions of years settling on millions of planets, it's *still* not very likely they'd be found on one in our solar system.
Even if we found one, would we know what we're looking at? Since rock seems to be pretty abundant in the tiny speck of space that we've explored, a sand and rock covered hull of a spacecraft would be reasonable. That would help protect from micro-meteors and other hazards. If one crashed on a neighboring planet even 10,000 years ago, would just look like rock. Heck, if one crashed on Earth, it would still look like a rock.
Is this space craft remains, or a natural formation?
No, I don't believe it's a crashed spaceship. It's just a rock. But since we don't exactly do thorough core samples on every large rock on the planet (and under the surface), we wouldn't know if it was.