Oh wow. I had no idea Andromeda was that big…
If your defintion of an object is things gravitationally connected, then presumably ‘the Universe’ is the answer?
There have been comets that–briefly–covered half the sky. Hale-Bopp, seen from a sufficiently dark location, was extremely large (though not half the sky).
Based on the current best evidence, it is probably fair to say that the Universe is not, in fact, gravitationally connected. Everything in the Universe interacts gravitationally, but it appears to be exactly critical density, and dark-energy-dominated, so it’s not gravitationally bound (the most relevant sense of “connected”, here).