I seriously doubt that any of these things exist. For one thing there’s something better. Assuming the civilization has the technology to build a Dyson sphere or ring, would they? With that technology and resources it seems to me it would be much simpler to strip the rocky parts of a large planet, cool the iron core and build inside of that. Or there are probably some already stripped and cooled iron cores roaming around in the universe find one and take it over. No need for super materials or structures or searching for raw material.