The fast ion loss probe used in fusion energy research is relevant to your last point. See figure 1 of [1], or if you have access see [2] for a good explanation.

[1] https://w3.pppl.gov/~szweben/Papers/coauthorpapers/DarrowRSI...

[2] https://aip.scitation.org/doi/pdf/10.1063/1.5039311

No. Any structure that could do that would itself be pushed by the wind. The energy/fuel needed for station keeping the focus unit would be better spent on the actual spacecraft ... unless you want some megastructure (ring) that wouldnt need fuel for station keeping.

Shouldn't there be some sort of "lagrange-like" point where the sun's gravitational pull balances out the push of the solar wind?

No, or at least not any stable such point, because the solar wind is not constant. Plus it is orders of magnitude less powerful than the sun's gravity. It's only usable (in theory) for navigation because any ship is already in orbit around the sun and doesn't need to "cancel out" gravity in the sense that wings provide lift to an airplane or a rocket achieves orbit from the ground, but rather it needs to be able to gently and continuously nudge itself into higher or lower orbits.

Not sure if such a balance exists for external bodies but there does exist a limit very similar that constrains the maximum size of a star [1].

[1]: https://en.wikipedia.org/wiki/Eddington_luminosity

I believe plasma physics is hard