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.
__________________ "My tolerance is fairly inelastic. Don't try to stretch it."
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.
"Who cares what world we're on? Just sit back and enjoy the story..."