It would be like in Empire Total War where the map is a different layer/screen. There could be many pathways to ensure no one blocks off all access and dwarfs/skaven/greenskins could use at all. Other races would need to research tech. Connected settlements would have a deeps like building for the races that can use it. For the ones that can't, it would be like hidden buildings.
My thought is that the underway stance let's you go too many places and can get OP.


