The trouble with heavy industry is that it's heavy. You can't ship e.g. bauxite to orbit and aluminium back down using conventional rockets and have the economics make any sense.
The timeframe is unlikely to work either. We're a decade away at least from the first industrial building on the moon, but we need to change CO2 production now.
Edit: the only sci-fi space solution that might make sense is the solar shade, if you can find a suitable reflective durable thin light material for it.
I was thinking, but didn't write, that mining on the moon is the place to start. It'd be silly to ship raw materials to space. It's not nearly as hard to ship finished products back.
The timeframe is unlikely to work either. We're a decade away at least from the first industrial building on the moon, but we need to change CO2 production now.
Edit: the only sci-fi space solution that might make sense is the solar shade, if you can find a suitable reflective durable thin light material for it.