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In my understanding Dyson spheres harvests energy but won’t stop stars expansion. Though peer commenter xlance propose to use that energy to changes earth orbit, which address the goal.

But as far as I know building a Dyson sphere would also require a quantity of material resources that we don’t have on earth. Some options to get those:

A. energy to mass, but we don’t know if that’s even theoretically achievable. Also it probably would require a Dyson sphere itself to have enough energy.

B. convert other abundant elements (O, Si, Fe…) into required elements using known atomic reactions. But harvesting that much elements from earth could transform it in a state that does not worth the pain to try “saving” it.

Exactly.

Or we will alter the Earth's orbit so that less of the energy reaches us.

Where would we get the energy from to do that? The orders of magnitude don’t check by quite a few orders of magnitude.

Push Jupiter into the Sun, and use that energy to escape with Earth

There are serious physical issues about Dyson spheres. Things like constellations of satellites orbiting a star are much more practical solutions than a solid sphere.