MAngband

10 years ago I played Adom, and to my surprice  :o I found a safe house on 450 feet or something, with 2 shops and guards that supposedly fought off intruders.
Small level but neat.

I like the Idea, specially for a Troll Warrior (Chr=1) its nice not to have to Recall (500gold) just to get food, and other equipment.

You could make an elevator, (teleport) where you pay for passage to ground floor.

Put this shelter on the depth that people are most.
And make it random. If shelter is normally at 900, you have a 1/3 to find it when you walk into 900 feet.
1/2 when you recall to 900. something like that.

This is a neat idea but I think I would take it one step further and have random small shop levels show up with like a basic general store and maybe a guy who will offer you something _realy_ neat for the level you're on (at a high price of course)  set it so that no-one can recall onto the level while it's a 'shop' (to prevent people from going 'oh god he's offering me a power dsm for $4 million someone come quick!') and I think this would be realy fun!