I've heard ice can create this (pic below). Maybe dig until you hit rock bed and make a 2,500 foot wall. The time it'd take to climb it alone they would probably be spotted and/or noticed. It also has to be 250-500 feet wide so they can't make a bridge and get over it. They can make a bridge in Mexico just fine and get over it that way instead. https://www.nationalparks.org/sites/default/files/iStock_000042545368_Full.jpg