Cool, I like the idea of creating a narrow crater and putting the cave mesh on it so that it blends with the terrain. I was thinking of how to have caves that 'ploughs' into a crater wall.
Because in all likelihood a real base will probably be inside a crater. Its entrance and chambers will dig horizontally into a vertical crater wall. That would mean passing through a kind of thin curtain of orulex crater wall terrain when walking into the cave.
It doesnt take away much from the experience of course because once you pass through then you are inside the cave mesh and will no longer see the Orulex terrain from the other side, if you get what I mean . Of course the physics would still work perfectly, say if you are driving into a base dug horizontally into the crater. I will simply not generate any physics terrain so there will be no collision at the entrace to the cave.
I guess a mere visual aberration isnt that important to consider at the moment. I 'll start working on cave-base

so there is a safe place to park the rovers.
Hmm there is a spider example that comes as one of the examples with bullet. Its apparently some sort of dynamic control example where the leg joints are controlled by Bullet. It doesn/t move like a spider though and topples over sometimes

Maybe I can port that spider !
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A heightmap is a 2-dimensional structure
yes thats true, but a hole is also 2 dimensional. Its just that the terrain generator need not draw some triangles which as you said, would probably need a better algorithm. maybe I'll hack something into the D3D11 terrain generator once its stable.