Mine it like a real mineshaft; you have to leave supporting columns in place and can't just clear-cut gigantic empty caverns.
You can build artificial supports via walls as well too if you need to reshape an interior for rooms etc.
Do not make mineshafts. Its hell when infestations spawn.
I'm like 60 hours in the game and have never even tried to make a caravan lol.
Over 200 hours and no caravans!
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