You don’t need to go very deep underground for it to start getting relatively toasty, only a mile or two, depending on where you are in the world.
[In the deepest goldmine in the world](https://en.m.wikipedia.org/wiki/Mponeng_Gold_Mine) the rock gets up to 66C/150F once you get to the deepest point some 4 kilometres down. Since it’s a working mine, you can obviously even get oxygen there.
The pressure isn’t a problem until it is, I know from first hand experience that the rock closes in fast on any tunnel you drill on it. As in, you can literally measure it with a tape measure and a watch.
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