And in fact, energy is not conserved (and cannot even be defined) globally in General Relativity. There is a different conservation law, called the conservation of stress-energy.
The second law is not a law in the same way like the law of gravity is, it’s more a statistical statement. It simply states that more probable things will happen more often. How do we know what’s more probable? It’s what happens more often. It’s only inviolable insofar as we presume we know all the laws of nature.
Also, the second law is only applicable to closed systems. The universe may not be a closed system in the way we normally think of it.
The second law may be in a way we must evolve to conceive it, or may be in a way that we may never conceive it, or we are acting in ideas that are as distant as friction creating fire. We crawled, the we walked, then we ran, rode, motored, flew, rocketed, got stuck in orbit...
My college physics professor once said, "if in order to make progress we must leave reality, by all means let's leave reality." He also pointed to three red volumes on his shelf, and said those may interest you, and they did. (Richard Feynman)