You're welcome
Third party-lenses like Sigma and Tamron as long as they are labeled "for K mount" will work on your K-r. However, all, if not most, of extreme telephoto lenses beyond 300mm are usually not good for handheld spotting and shooting, as they are all heavy and big. Price-wise, the quality ones rarely fall below $400 or so, so... expect the prices of lenses you're looking for to range from mildly expensive to ridiculously expensive. And you have to couple them with quality (heavy, a bit expensive) tripods to be able to make stable shots.
As for the DA 560... it
will most likely go will surely fly
beyond $1,000, even if Pentax doesn't release it as a DA* (pro-level) lens. Or if heaven allow it not to, it will still get close to $1,000. Be prepared to spend a lot if you're really aiming for this lens!
For cheaper options, you could still go for older, manual-focus long tele's like the 300/400mm's, then mount them on "teleconverters"- accessories that multiply the focal range of your lens (degrades image quality though, I think) [experts please correct my statement if it's wrong] to get the equivalent length you're looking for.
e.g. 300mm lens + 2x teleconverter/adapter = 600mm
Now about the moon and astrophotography... did you know that you can also mount your Pentax K-r into Pentax
telescopes?
With an adapter, you can use telescopes as your lens! Don't expect stellar IQ though, but at least you got the photo!