So the Dyson sphere has neutral stability everywhere.
And which incidentally is a different statement than the incorrect assertion made above that the gravitational field vanishes inside a spherical shell in which there is an additional point mass. Things will still orbit the point mass (e.g. star) inside the spherical shell, just as if the shell wasn't there at all, which is a way of stating that there is still a non-vanishing gravitational field in there.