Identifying one of the many infrared sources as a Dyson sphere would require improved techniques for discriminating between a Dyson sphere and natural sources. Fermilab discovered 17 potential "ambiguous" candidates, of which four have been named "amusing but still questionable". Other searches also resulted in several candidates, which are, however, unconfirmed.
A Dyson sphere should still emit infrared, unless the aliens can subvert thermodynamics, at which point anything is possible.
If at some point we figure out that the laws of thermodynamics do not apply, that would be such a profound change in how we interact with the universe that speculation over how to best search the night sky for intelligent life would be the last thing on most people's minds for quite some time.
We would quickly find ways to harness quantities of energy that would fry us to a literal crisp today due to conversion losses, and that would be such a breakthrough that rather than look for signs of life in nearby systems, we could just go there and look around.
[1] https://arxiv.org/abs/1408.1134
[2] https://en.wikipedia.org/wiki/Wide-field_Infrared_Survey_Exp...