OK, so I reached the point where I have to research the Proxima. This is sooo expensive and makes the game a bit grindy?

There was this bug/problem that the construction site disappeared from the map as soon as I researched Hanger Module 3. If this happens, the construction site is just next to the Concordia station and easy to spot.

IMHO the modules for the station should be way more expensive and the research cheaper instead, with a few resources I could build the whole station and now the research is tenfold more than the construction.

Thank you for sharing this with us, I'll forward it to the team.

The research only shows up when you reached the part of the main campaign to research/build it.

A requirement is Hangar Module 3, but when you build it in the station, the icon for the Proxima build site (next to Concord station) disappears from the starmap. Just fly there and look next to Concord station in actual space, then build it via context menu.