Most proposals for moon colonies are either built underground or covered up with a thick layer of regolith for both of the reasons you mentioned. It’s very likely a collider would also be built underground for the same reasons. Digging a many-miles-long tunnel on the moon with the awful properties of moon regolith to deal with would have its own set of challenges though.
Yeah. I hear NASA and India are planning to send 3d-printer robots to lava caves to seal them off, cover/get rid of all moon dust and build permanent bases there (but as of now the priority seems to be researching the polar water-ice and using moon rocks to study what the early solar system’s geology was like)