The expansion of the universe does not violate energy conservation. Energy conservation says \del_b T^ab = 0, where T is the stress-energy tensor. The metric tensor in Einstein's field equations is covariantly constant (\del_b g^ac = 0), and the cosmological constant obviously isn't going anywhere either, so adding the extra term doesn't have any effect with regards to energy conservation. Any reasonable textbook on general relativity will have a proof of this pretty early on.

IANAP.