If you want to make a moon base then there is one feature of the moon that may make it easier to do.
The moon has larva tubes just under the surface that formed when then moon had a lot of heat when it first formed. They are very big and air tight. It is possible to build a base inside these tubes. This would protect the settlers from deep space radiation and energised particles and have a stable temperature.
Perhaps these larva tubes already have air inside them like CO2.
It does not make sense to fight against nature when you can use something nature has already provided.