Where does the energy go?

Law of conservation of energy.

Photos don't "lose" energy.
They're a cosmological constant.
"c".

we got some good trolling here.
keep it up

here, I'm serious.
The red shift isn't the doppler effect.

there's a redshift due to the metric expansion of space

there's also redshift due to the doppler effect

what's your point?

Now learn attenuation.

This guys right, energy isn't conserved between reference frames. In the frame of a thrown baseball it has no kenetic energy, but in the batter reference frame it does.

You are all wrong. The total energy of all universe is zero, seen by ANY observer.

Really because a neutrino that sees everything moving at .99999c would see everything as pretty energetic

Nope. It would see the total energy as zero.