The Moon’s daytime is half a month long and can reach 120 C so we’d need some pretty powerful heat shielding. And there’s no ozone layer to protect the electronics from radiation, and I’m pretty sure the Moon orbits outside of Earth’s magnetosphere. And the shielding used for such a project could also be used to fix climate change here (and terraform Venus later) with orbital parasols. And whatever unimaginable technology we’d need for such an ambitious project may as well be used to run a grid of electromagnets and power lines across Mars to give it a magnetic field