The important thing about space is that's there's no elsewhere. In a closed system of a star, the sphere, and the outer space eventually energy will flow from

The important thing about space is that's there's no elsewhere. In a closed system of a star, the sphere, and the outer space eventually energy will flow from the star to the outer space region. There's no perfect insulation. (See also Maxwell's demon.) Of course detection is a different matter altogether. Hiding better and better is possible. But if you really want to hide a Dyson swarm is not the best way :)