Damn comets!
Like tourists getting in the way when you're trying to take a pic ..
Well, do not underrate Comets, the one we took tourist pictures of, landed on, had molecular Oxygen, its own unearthly water and plenty of organic compounds. so: capture enough of them, and you have the start of a Dyson sieve, sphere. ps. May be it is a Dyson sphere under construction, the material is already at the right distance&velocity if these comets are orbiting so close. All comets are captives by the way. Halley has to check in very few decades.