We have seen free markets, because markets pre-date government. We even find cases of exchange in non-human species, showing exchange to be so valuable that it is at times naturally selected.
And I'm not sure how they're hard to conceive. Every time we turn our backs on people they're creating new free market examples - e.g Amazon and Uber - and only post-hoc does government rush in and try to control it.
As to "free market capitalists whining about... boycotts," it's doubtful there are any examples of that. Being a capitalist does not make one a free market person. I once asked economist John Baden - who knows lots of capitalists - if he knew any free market ones. He immediately blurted me," No!" then paused and said, "Well, one, maybe."
But true free market advocates whinging about boycotts? They may dislike a particular one, but they're not going to say it's illegitimate.