The biggest clues about the creation of the Death Star II come from Star Wars: Return of the Jedi, where it's revealed the Empire had been completing its construction in secret and 'many Bothans died' to get information about its location, but exactly when and where it's construction began is unknown and hasn't even been teased beyond the information already revealed in Return of the Jedi. Rogue One: A Star Wars Story and related books, comics, and animation took a deep dive into the origin of the Death Star, but Star Wars canon has yet to reveal much about the creation of the second Death Star, and it could be to hide a twist that it's true origin was also during the Clone Wars.