Considering the extreme temperatures, I'm having a hard time trying to conceive any way of getting even close to the Sun.

If the idea is mining helium from extraterrestrial sources, I'd rather point at the gas giants. You get manageable temperatures and much lower delta-vs (which translates directly into fuel requirements).

But still, this would be an extremely expensive (i.e. unrealistic) mission, not only in terms of money, but also in terms of resources such as materials and fuel. Consider that a round trip to an outer planet does not cost twice as much as sending a probe to stay there, it costs a lot more because fuel requirements grow exponentially with delta-v. This is in addition to the fuel required to lift off from a giant planet.

In principle there are ways to use the sun’s energy to create magnetic fields to lift away some material, but there are far easier ways to get helium

There are some very speculative far future scifi ideas for mining the sun, it's called starlifting.

This is not the sort of thing you'd use to solve a helium shortage, though! It'd be like mining ice from Pluto to chill your drink.

We are running out of cheap, easily available, high-purity commercial helium.

Helium mostly comes from natural gas / fracking. The US gas reserves are naturally rich in helium, which is why they are the largest global producer. It will be something like 1-4% of the gas in a given gas well, but can be up to 10% of the gas well by volume. Before they put it in the pipeline and send natural gas to your house, they separate out all the other gases such as carbon dioxide, oxygen, nitrogen, and helium.

What USA government used to do was require the few giant mega gas producers to separate the helium and send it to a central facility. Now that gas producing regions have relocated and split into multiple smaller units it is no longer financial sense to do the separation and transport.

Unfortunately, helium is still really cheap. It's only $7 cubic meter! It is not worth the cost of running the separator and a bottling plant just for helium. Instead, it gets released to the atmosphere.

Future developments include the price of helium increasing to the point it does make financial sense to separate helium from smaller gas wells. Also, potentially direct helium mining. There are some areas in the world where there are underground caverns full of concentrated helium that could be mined and captured.