Well, there are multiple reasons to declare war. They could want the moon, or to control space but they also may just want to be able to shoot your ships to take your stuff.
Hell Dawn seems more interested in the latter. It is very possible they don’t actually want to bash your Athanor, but rather just want the ability to shoot you and your corpmates.
In that case, you have two choices. You either just keep doing your business staying away from the trade lanes and trade hubs, and keep an eye out for war targets. Fly cheap and aware and just do your thing, docking up if they show up. Alternatively, while you we learn less about the game, you could create a shell-corp for your structure, and use the ACL to share access to your main corp so you stay out of the war.
If they do actually show up to bash it, there is not much you are going to be able to do by yourselves - diplomacy is your only option. But I really kinda doubt in this day and age of highsec moon mining they really want to do that. There is no profit in exploding your moon, and I doubt they want to mine it, so at worst they will try to extort you.
But my guess is they don’t want your moon at all, and just want to catch you on your way to or from a trade hub. Just don’t go there (or use an out-of-corp alt) and you will probably never see them and the war will expire.