Use the geography. I used a natural depression, a large grassy creek outside my front gates, and just put a circular stone wall just on the inside lip of the crest. Made a nice "Colosseum" style pen I could stand beside and look slightly down at the Lox. Hardly saw the stonework but just enough of the top to pique interest. Used two arches over the creek that led out to the Lake. Only problem I had was enemies at the creek stone arches. Some underwater sharpened pike sets solved that. Just had to be careful when I repaired any stones that got damaged by the enemies. The Lox always stayed calm after that. Only once did a glitch happen where one Lox got underneath the other on the grassy incline and the glitching pop-ed one over the wall. It just ate grass and didn't destroy anything thankfully.