I've never heard of this idea, but it's certainly interesting. Are there any reputable papers taking a look at feasibility?
https://arxiv.org/ftp/astro-ph/papers/0701/0701513.pdf
That particular paper is considering an Earth-Moon Lagrange Point, which is much more accessible than Earth-Sun points, but the dust cloud would be highly visible in the night sky which IMO is disqualifying as long as other alternatives exist.