You can't. This isn't possible nor even semi-realistic.
imagine some kind of energy will have to hold the particles together in a loose network
What we have
This is the problem, this simply doesn't exists. What could be that energy?
- Photons will just spread out in light speed and go away. Also, it won't make anything be hold together.
- Neutrinos would do almost the same as photons would, just at a speed slight less than light speed. But they are way worse since capturing them features ridiculously small probabilities of success.
- Gravity don't work that way, it would either collapse everything or everything would fly apart. It could set up orbits, but dust in nowhere near than anything with enough mass for that.
- The nuclear strong force acts only in a ridiculously short range.
- The nuclear weak force will just make things decay and radiate away energy in random directions until there isn't anything more to radiate.
- Electromagnetic forces won't do. They need either very large bodies or very small distances to work.
- Electrons or positrons being exchanged won't make anything close together, the forces that they carry are insignificant compared to gravity and momentum.
- Exchanging atoms, nucleons or mesons means that the particles are disintegrating with time, except if they can aim each other in the vast distances of space down to microscopic precision, which ordinary dust simply can't. And this gets worse considering that each particle is moving relative to each other in random directions.
- If the cloud is dense enough to have something like lightnings, this means that it is dense enough to either collapse by its self-gravity or that the random kicks that each particle do to other particles will make the cloud just expand and disintegrate very quickly and then very quickly it would not be capable of lightning anymore.
- We are left just with dark mass and dark energy, but by definition, they don't interact with normal matter nor with photons except through gravity. And are expected to work like neutrinos.
- Being a thin clouds of dust, they still need to exchange some sort of packets for communication. Without being in fixed positions relative to each order nor being able to precisely aim each other nor having anything meaningful to exchange, this means there isn't any communication, hence no consciousness.
What about micro black holes?
They are unlikely to exist since they would evaporate through Hawking radiation. And even if they do exist anyway, you can't receive anything from a black hole other than gravity, magnetic forces, Hawking radiation and frame dragging due to their rotation, and the former two of them we already ruled out.
Black holes could feel each other through gravity, but since they are micro black holes, either they are too far apart from each other or would collide and form larger black holes.
Gravitational waves could only work as a signal carrier if they are very massive, which micro black holes aren't by definition.
Communicating via Hawking radiation is incredibly inefficient, much many orders of magnitudes more inefficient than trying to use neutrinos and would also make them evaporate.
Further, once a black hole absorb some sort of information packet, it don't give anything useful in return which could be used for communication other than gravitational waves or electric/magnetic field variations that we already know won't work.
Frame dragging would also work much like gravity, just in weird and direction-dependent ways accordingly to the rotation of each micro black hole. You could encode some information in a black hole by setting and measuring the frame dragging direction and force with some gravitational interactions, but since they are micro black holes, their gravitational well are subatomic sized. So, in order to measure or set the frame dragging direction of one of those without feeding it, whatever interacts with them should have a trajectory with a so large precision that quantum mechanics inherent probabilities kicks in to stop the show and further, it is probably beyond of what the Heisenberg uncertainty principle allows.
And yet, locating micro black holes in interstellar space and aiming them precisely is very hard to say at least. Gravitational lensing could help, but since they are so tiny, they are way smaller than the wavelength of most light except perhaps the most extreme gamma rays. This makes them effectively transparent instead of black.
What about tachyons and wormholes?
If they in fact exist, they would probably need to feature much more than simply dust just to exist, and much more to perform any useful and meaningful work. Also, if they do exist and can perform some useful work, you won't need the dust anymore and this is already way much more than simply dust.
What are the best chances?
The best you can do is a swarm of artificially built small machines, that are powered with solar energy and can precisely aim each other exchanging light. However, since they are just space dust, gravity and momentum will tend to dissipate it very quickly if not a very massive cloud. If it is a very massive cloud it would collapse into a planet or a star, heating and melting its components. Also, as noted by KerrAvon2055 in a comment, since you are in interstellar space, this means that solar energy is minuscle, roughly like trying to run solar panels only with starshine and to make it worse, having a microscopic light-collecting area for each machine (since it should still be dust), hence, they would be starved of energy.