Actually found the answer, apparently the Outer Rim has enough resources and money to fund such things.
That being the case, I fully expect the Galactic Empire which has the whole galaxy to start producing some crazy stuff if the FO can produce a star absorbing super weapon among other things with just resources and funding from the Outer Rim.
__________________ "It didn't matter what they'd been before. All that mattered was that they were willing to fight—and maybe die—for the Alliance."―Col Serra.
The First Order constructed their ships/tech in the Unknown Regions, away from the prying eyes of the Republic--so I can only assume that is where their funding comes from as well.
Aside from that, the Unknown Regions evidently house some very haxxed scientists/architects. Converting an entire planet into a piece of super-tech that can rapidly absorb the totality of a star's energy, and focus/redirect said energy into planet-busting beams that travel at 'hyper-light speed', is just a ridiculous build feat... And the fact that Snoke didn't seem the slightest bit upset that he'd lost such an uber/valuable piece of weaponry, is even harder to grasp... Really makes you wonder what else the FO has stored in the Unknown Regions.