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feature request: Add agent support for beyond WAL persistent storage and metric export #9607

@bwplotka

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@bwplotka

Just an idea.

Currently, we are creating an implementation that has a scrape and WAL only https://github.com/prometheus/prometheus/pull/8785/files

I believe we can go further and offer persistent storage beyond WAL, so if agent is disconnected for longer than 2h it would simply compact block and upload to object storage. This is would an amazing solution for "Too old data" ingestion problem pointed in cortexproject/cortex#2366

Would work well for both Cortex and Thanos, might be more tricky for other vendors since this escapes just Remote Write.

Something to consider 🤗

cc @tomwilkie @rfratto @gouthamve

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