I don't recall saying that energy is not conserved. It, along with any associated mass is always conserved. Has been conserved since the BB. There has never been found an exception.
It is true that the vacuum energy shows up out of nothing. But this is balanced by the negative gravitational potential energy of the expansion of galaxies. Overall, there is conservation of energy.
But, if you don't conserve energy, for instance, adding "dark energy" as space expands, then you really are not conserving mass, either, since they can be interchanged to some degree at least.
I think your main point, if I remember it correctly, was that energy is not conserved
when you change frames of reference, which I agree with. But, if space is expanding and that means that we are "accelerating" with respect to other things, then our frame of reference is always changing, anyway. Other posters, especially in some other forums that are big proponents of the BBT, claim that the energy in the universe is increasing. Some even screw-up the physics and double count some of the effects on energy from the expansion, and those are often repeated in media articles.
My take on it is that, if the "universe" is really all there is, then it is a closed system, and the total of E + mc^2 should remain constant. On the other hand, if what we call the universe is really a black hole in a bigger universe, then material can enter from the "outside", but none can get out. In that case, total E + mc^2 should increase over time as more stuff falls into "the universe" that we think is everything.