I agree it is speculative, but there is plenty of Al in feldspars. If one has solar energy one has electricity. Al is normally reduced from its ore by electrolysis. Admittedly this is Al2O3 on Earth rather than an aluminosilicate rock, but it ought to be feasible in principle. I don't pretend the economics would be great though.
As for digging holes etc, the question I have is what is one trying to protect oneself from, on the moon, and is a hole the best way to do it? It's not the weather, or wild animals.
Yeah from what I've looked at the average of the apollo samples seems to be around ~60% oxy, ~12% aluminum, ~12-16% silicon, the rest a mix of iron, titanium, Chromium, Calcium, Phosphorus, etc... In responce to your previous post: Not too sure how much of the iron and iron-group are found elemental, I just remembered that the seals and bearings of the rover's wheels got chewed up because the electric motors attracted the iron dust while they were going on their jaunts. So, appreciable amount of it pure enough to be ferromagnetic and thus easily collected by exploiting that property along with mesh-sifting.
So really, using some electrical method to separate the finer dust would yield useful materials. Converting into an ionic plasma and magnetically separating that plasma could be an analog industrial method(upscale the standard practice). Energy intensive, but with enough solar power...feasible? Depending on how it's done, re-condensing the pure oxy would be a nice side benefit. (Or just let it gass-off into space.) That's a bit outside the purview of thread topic, but still an interesting digression.
Micrometeorite strikes is the first thing I can think of. No atmos to slow them down or burn them up. The moon IS the earth's big shield after-all. Energetic rays and accelerated ionic hydrogen being another couple of things a good and thick wall would be useful against. Really, some method of heat-fusion into bricks would probably be a good thing to focus on. Could have a purpose-built autonomous rover that just sweeps up dust and drops bricks in it's wake for future assembly by either a human mission or another purpose built machine. Maybe a semi-mobile Solar-sinter. Again, slightly offtopic from OP, but useful digression.
Based on those elements, what do you think could be a viable binding agent? Lot of oxy and decent alum seems to say extruded sapphire might be a good choice, but for simplicity sake and to make a viable production:energy I do think some kind of binder padded-out with loose soils for volume would be a good idea.