There's the Madinat al-Hareer that should start construction next year once the Jaber bridge is done.
>The main attraction of Madinat al-Hareer, the Burj Mubarak al-Kabir will stand at 1,001 m (3,284 ft) tall. If the Silk City is completed it will also include Olympic Stadium, residences, hotels and retail facilities. Up to 700,000 people could be housed in the city complex and 450,000 new jobs.[5] The complex is planned to be built across Kuwait Bay and will be linked to Kuwait City by a 23.5-kilometer-long (14.6 mi) bridge named Jaber Bridge (Arabic: ).
https://en.wikipedia.org/wiki/Madinat_Al-Hareer
It's not a single megastructure but the closest thing I can find that is a realistic project. Realistic in the sense that it'll be completed since they've already built the bridge and have the money to waste, not that anyone will want to live there.