Would a pendulum swing indefinitely in a frictionless vacuum?
The real world is full of small effects that only matter when you've eliminated everything else. For example, if the pendulum has a non-zero conductivity its motion through the Earth's magnetic field would cause eddy currents and dissipate energy. This would be a tiny effect, but it would mean the pendulum wouldn't oscillate for ever. I imagine the more creative minds hereabouts could come up with a number of vanishingly small effects that would eventually damp the pendulum.
If you manage to eliminate all these effects then yes, the pendulum will oscillate forever. However you're just asking whether if all sources of energy dissipation are removed will any energy be dissipated, and the answer is obviously no.
Yes. this is a perfect case of a so called perpetuum mobile (see here).
It would respresent a perfect (ideal) non-dissipative system where entropy production $d_iS/dt=0$, in accordance with the 2nd law of thermodynamics. Indeed the first law of thermodynamics (energy conservation) does not say much about this, except that no term for energy loss included.
However, the system must really be non-dissipative, that means no type of friction or dissipative loss of energy in any way, such as friction in the elements of the pendulum etc.
As John Rennie points out, there are in practice always small effects that lead to dissipation. Some of these effects may be involved in an essential way such that they cannot be removed. Gravitational waves are such an effect discussed in the comments of John Rennie's answer. There exists another effect that is much larger. First we note that gravity cannot be the only force acting on the pendulum, otherwise the pendulum would be in a free fall and could not work. A pendulum at rest on the Earth's surface will be subject to a normal force from the Earth's surface. As the pendulum swings in the vacuum box, the force exerted by the box on the ground increases and decreases, thereby causing vibrations that move into the Earth. This carries away energy from the pendulum.