Whoops! I built a Dyson sphere in the system where the scavenger bot lurked, and it didn't show any visible model from site to complete construction. Guess I got an invisible Dyson
Stellaris: How to Build Megastructures
Stellaris megastructures – a quick guide
Stellaris Dyson Sphere Tutorial
How to Build Megastructures in Stellaris – GameSpew
Stellaris Megastructures Guide: Building Limits and Mechanics
Helpful tip for building megastructures: NEVER build a dyson sphere around B-type stars | Paradox Interactive Forums
If only more Dyson spheres looked like this : r/Stellaris