Whether something collapses into a black hole, depends on density.
A dyson sphere would be hollow, thus lack the density to collapse into a black hole.
It does not matter how large you make it. It is the difference between a glass ball, and a soap bubble.
Same with the hypothetical space telescope.
You are not going to build a huge glass lens. The light scattering effect of any refractive material makes this a terrible idea.
You would build a huge, segmented mirror, and again, you can build it as large as you want, because the density will never reach the amount necessary to collapse into a black hole.