I wonder if there can be numbers (in some extended theory) for which all reals are either smaller or larger than this number, but no real number is equal to that number?!
Is there some extension of number which allows that? Under what conditions (axiom etc.) there is no such number.
Under the axioms of the real numbers this cannot occur. You must add new elements to the real numbers, note that if $\varepsilon$ is smaller than all $\frac1n$ but still positive then $\frac1\varepsilon$ is larger than any real number.
Such $\varepsilon$ is called infinitesimal and their existence is incompatible with the real numbers per se. There is a branch, however, called non-standard analysis in which these numbers play an important role.
One example to such field is called Hyperreal numbers.