Let's say that there existed a non-rotating hollow shell of hydrogen gas in space. This shell of gas was collapsing under its own weight. Is it possible to form a star that is hollow inside? If the density of the gas in the shell got high enough to start nuclear fusion and the pressure of the radiation prevented the shell from collapsing into a solid sphere?
There is an obvious flaw in your scheme. It is pressure gradient that supports a star against gravity. In your hollow star there is a sudden drop in the pressure at the centre. This is unstable and the star would collapse.
Real stars have a pressure that increases towards a maximum at the centre.