What I'm asking for, is what, when, and where could there be a
situation where we as humans are able to create a Dyson Mega-Structure
around the sun to Catalyze and Collect the Energy of a Cosmic
Fission/Fusion Device to keep Humanity Alive for millions of years to
Let's assume the mega structure is in fact a swarm, since that is both more feasible and easier to achieve than a solid sphere. Others have pointed hat out, so i won't go into detail.
Let's also use the therm "the energy of a [sun]" rather loosely, in the sense of "quite some of it's energy".
And let's also talk about the human race rather than humanity, because the latter might be a tricky subject, and subject to interpretation, which will change over the centuries.
Starting with the where part of your question, i would suggest Sol, our sun, for the boring but practical reason that it is the one we are already fairly close to. Or, in other words, because it is there.
For the when part: You are writing the story, so it is entirely up to you. You already specified 2500ad as a minimum, and i think that might actually work. But since you are writing science fiction, and you are writing about a space faring civilization, the concept of an earth year might not be the best way to measure time.
So if you take a different measure, not only will you appease those readers who doubt that the achievements in your story are feasible within that time frame, you also make concessions to the inhabitants of mars and the asteroid belt, who were never very happy with an earth year that just provided random fractions of their perceived seasons. That also got you re-elected and ended a lot of grumbling, so let's just go with that.
Or, in other words: just bypass the question, and where necessary, drop a hint or two about the time that must have passed, but stay vague.
So, finally, on to the interesting bit, the what of your question.
While it might be conceivable that a civilisation (or a subset thereof) actually came up with the plan of building a dyson sphere, or swarm, from scratch, there is a different route that is easier, cheaper, requires both less imagination and less boldness, which in my opinion makes it more likely. It also saves you from endless mind-numbingly boring planning meetings. And you can bypass the war over the desired colour of the thing.
I'm talking about evolution, about venturing forth into the adjacent possible, and of becomings.
The first solar cell equipped space vehicle has been launched in the year 1958 (Vanguard 1), so if you stretch terminology a bit, that was the start of the building of a dyson swarm. Okay, you're stretching it a lot, but anyway.
The important bit is: You can get to a dyson swarm by building individual spacecraft that utilize solar energy, and you don't need to have a dyson swarm in mind at any time of the process. You just build your ship, or satellite.
Later, you build a second one. Or someone else does. After that, some more. Sooner or later, you will have quite a lot of those beasties in space. It won't be long before the desire arises to travel from one to the other, to exchange materials, for redundancy, safety, or to fight boredom.
And the more ships you have in space, the more natural it will become to add some extra.
And after a century, or a few of them (for any possible value of "a few") there will be so many objects in space, utlizing solar energy, that someone might look at a map, and say:
Oh my... where did that Dyson Swarm come from?