The most probable scenario for hidden alien life on the planet Mars is submartian colonies of microbiota. These organisms may be similar to the deep subterranean micro-organisms discovered in mines on Earth. Since they live out of sight and have so far been not detected by Mars missions to date. The presence of methane is a possible signature for biological activity. Where "possible' means that non-biological sources of methane cannot be ruled out.
Now considering the possibility of technologically advanced hidden aliens on planet Mars, there are two possible scenarios.
Firstly, a native Martian technological civilization. This may be the least likely scenario. However, it would have to have the following characteristics. If the Martians lived on the surface of their planet they must have done so in the ancient past. No longer able to survive on the surface of Mars they have constructed deep submartian habitats and live down below. Interestingly the interior volume of a planet is extremely large. if any technological civilization could develop the machinery to excavate habitats underground. create life support, and food production facilities they would have access to a volume of living space comparable to a small dyson sphere. If our hypothetical hidden Martians had pursued this developmental path, they would have remarkably little interest in what goes on outside the surface of their planet.
Secondly, the hidden aliens on Mars aren't native lifeforms. They didn't evolve in our solar system, and have come from elsewhere in the galaxy. Considering it is highly probable that sapient life is rare in the cosmos, any spacefaring species that discovered another sapient species would want to keep it under observation.
Not just because it would be interesting to observe a sapient species, but it is very probable that sapient species will spend a long time before they develop a technological civilization. It took our species of the order of a million years to go from having evolved to sending probes into space. It can be expected there will be a long technological plateau once our science and engineering have attained maturity. Bigger, better, faster, more and more of it, like, well, Moore's Law, isn't necessarily justified. Sooner or later we will hit a limit to what we can understand or manipulate in the physical world, this technological plateau could last for many megayears.
This suggests finding a sapient species on the cusp of transitioning from the long paleaolithic plateau to a possibly even longer astrotechnical plateau will be exceptionally rare. Galactic scientists would want to observe such a civilization in its transition phase.
For this reason, they could establish a concealed base on Mars as their main base of operations. Surveillance craft could dispatched on a regular basis to observe and record developments on Earth.
Why Mars and not the Moon? Well, galactic observers have probably used the Moon, but they will have disassembled any lunar outposts, knowing humans are going to explore our satellite at some time in the near future. Not disturbing our development will be an imperative of their observation and research program. If humans discovered the presence of aliens this would send our developmental path down some unexpected trajectory. However, Mars has better gravity for sapient organisms than the Moon. In fact, the aliens may have come from a planet with gravity closer to that of Mars than the Moon's.
If their base is concealed deep underground the aliens could have factories and food production facilities. There they can build everything they need for their research. On Earth 3D printing is a new technology, but for an ancient spacefaring species 3D fabrication will be advanced to the nth degree.
This model of alien living and hiding on Mars fulfills the requirement that they just live there and conceal themselves. They're not Martians coming from elsewhere and are there to conduct high-level xenological research into the civilizational development of the sapient species living on the third planet of our solar system. Also, they possess the technology to easily conceal themselves.