I don't believe this is necessary. First, the construction of such a sphere is itself a kind of "blinking" - over time, imagine the stars blinking out, replaced

I don't believe this is necessary. First, the construction of such a sphere is itself a kind of "blinking" - over time, imagine the stars blinking out, replaced by a dull red glow of infrared. Second, I believe it is possible to infer the existence of stars by gravity and other effects, such that it's lack of emitted light in the visible range would be a clue to an observer that they are, in fact, observing an artificial phenomena.