If you consider a civilization advance if they create a Dyson Sphere around their star, then those civilizations that could actually live ON their star are truly advanced and I expect them to move around in space every once in a while(to go to the grocery store, etc).
If you don't seem them wobble then they're probably just regular stars and not colonized at all.

Possibly

Since its mostly a projection from the moon its not that they are alien spacestations, but rather they are in a sense THE SAME alien spacestation. This projection is called the heavens, its called the firmament. I call it "the screen".

Yes, but the light we see isnt the station per se, its their laser weapon pointing at us. All of them.

Nah what you're looking at is just the skybox as usual. Move along.