So wormholes are one of the four exact answers to the Einstein Field Equations. If those equations are right, which so far they have been (mostly), then wormholes must exist somewhere. However, finding one inside a star is unlikely.
You are more likely to find support in theory if you look for white holes, not wormholes. White holes are also an exact solution to the Einstein Field Equations. What's more, there is a significant body of observational evidence that we have, in fact, found quite a few of them. I am specifically referring to what are known as "active galactic nuclei" ("AGN").
There are two types of AGN: Seyfert Galaxies and Quasars. Both types of galaxies periodically experience massive explosions in their centers and shoot out relativistic jets of gas from their north/south poles. The plurality opinion among astronomers is that AGN (and our own galaxy) have supermassive black holes at the center, and that the explosions are the result of gravitational pressures exerted on infalling gas. However, this is just a plurality opinion and the idea that AGN are actually white holes has been discussed at length in the academic literaure.