Is energy conserved in an expanding universe? If not then infinite energy can be created? Or could energy be destroyed?

Yes, energy IS conserved in an expanding universe....our universe is comprised of a fixed amount of matter/energy (though these two things are actually different forms of the same "stuff", as demonstrated by Einstein's work)...

So no, energy cannot be "destroyed", it can only be converted into matter....

It is calculations based on this fact that now predict the universe will "end" with a 'Big Whimper'....

dunno, but in our non-expanding universe it is conserved