Converting it back to a pool would look best, IMO.

Sport court?

This project will take $$$.

Maybe if we win the lottery, Too much money here in Louisiana/Mississippi for that, they want 2 arms & 1 leg to dig out cement, trees & reinstall pool.

Yes, at that point you might as well have the whole thing torn out and redesigned.

You first need to decide what type of space you want/need.

You could make it a garden with raised planter beds.

I would like a entertaining / bbq / patio area

Maybe redo/enlarge the gazebo for covered dining. Add a BBQ and outdoor storage console/buffet for serving and holding food while grilling.

Get some outdoor couches, lounge chairs and area rug.

Start by making a detailed, scale drawing of the area. Define a dining space, cooking/BBQ space and a lounging/sitting space. Include all planned furniture in your scale drawing. It looks plenty large enough for all three.

Plant some hedges around for enclosure and privacy so you don't feel like you're on display.