Let me introduce you to Matrioshka Brains [1]. It's not quite what you suggest. In this case it's one (or more) successive shells around a star to use the solar

Let me introduce you to Matrioshka Brains [1]. It's not quite what you suggest. In this case it's one (or more) successive shells around a star to use the solar output into computing power. The amount of computing power you could get from this is simply unimaginable. This structure would have similar properties (and honestly isn't really that different to) a Dyson Swarm. Assuming thermodynamics holds the only way to get rid of heat ultimately is to radiate it away into space. At any temperature you're likely to get to this is going to be infrared light. The wavelength of radiated heat is solely determined by temperature. So could you instead radiate away visible light? Technically, yes. Kind of. One way is simply to use a lot less of the energy. Now could you get the temperature up to where this has a visible light signature instead? You're talking about thousands of degrees. What material could get that hot? It's a big problem. Also, such a material will still have telltale signs. Spectroscopic signature would reveal it wasn't the expected hydrogen-helium mix. Another possibility is a truly giant star. Stars can get incredibly large. IIRC the largest known star (UY Scuti) if it were placed at the Sun's position would be large enough to swallow Jupiter. The thing is. These supergiants/hypergiants don't have a hostile boundary or surface in the same way a cloud from a distance looks solid. It would be hot but really diffuse. Technically it would be possible to build within the star's atmosphere and dump the heat. [1]: https://www.youtube.com/watch?v=Ef-mxjYkllw https://www.youtube.com/watch?v=Ef-mxjYkllw