The second law of thermodynamics.

An enormously successful and energy-efficient civilisation MUST still bleed "waste" heat out to the Universe to allow their civilisation to "ride the wave" and locally preserve or decrease Entropy.

Yes, but you wouldn't say humans are enormously successful and energy-efficient civilization, correct?
But human are collecting energy from diffuse energy sources, can we assume that a energy-efficient civilization would as well or better than humans could do presently?

A Sun is prodigious waste of high-value energy and preserves almost none of the entropy. A Dyson sphere neccessarily throttles down the flow of energy to a lower temperature, lower value form, while creaming of the Entropic "value"...

Unless you want to make matter, energy is conserved. One can store energy, but unless that stored energy is somehow shipped outside the sphere, energy within the sphere would be conserved.

Suppose that inside the sphere one didn't store any energy nor created any matter, nor imported or exported anything beyond the sphere- suppose you collected solar energy and used it. The result could be same if one had a Dyson sphere with no civilization inside- or the same if the surface of the star expanded without increase or decrease in energy output of the star.

Our star is 1,390,000 km in diameter with a surface temperature of 5800 K.
It's surface area is:
Sphere (surface): 4 x pi x radius2
6 x 10^11 square km

A Dyson sphere at earth distance would have surface area of:
Radius: 149,600,000 km
2.8 x 10^17 square km
which has 468,728 times more surface area than the sun.

At this point it should noted that a Dyson sphere could inhibit the ability of a star to radiate energy- the star surface would be less able radiate heat, therefore become hotter and this could affect the energy output of the star- and one could have a runaway effect.
We will assume that this is not desired, and steps would taken to avoid this. And in the case of our sun, what would required is that the average energy of the outside of the sphere would need to be around 1400 W per sq meter of energy.

It seems to me that one could use that 1400 W per sq meter of energy. Instead living inside the sphere one could live outside it. The people inside the sphere would not, could not "rob" energy from people living on the outside nor could the people on the outside "rob" energy from the those living in the inside.

If you have sheet of steel 10 km sq and say 1" thick, which always has one side facing the sun, which side has the "better life" or easier time collecting energy? And btw who has the better view?