Could a large part of the Death Star be built underwater? Maybe the super laser dish? This could help hide what they were creating until the last minute where we see it finally being assembled. There was a scene in Thrawn: Treason where Thrawn helped Krennic with his Gralloc problem at a location where they were making project Stardust (aka the Death Star). It seemed that the entire space station was being built in different systems because it was just sooo large and took sooo much time and money.

Could we get hints in Andor at Project Stardust and it almost being leaked or something... Maybe they assume its something else...