Caves can indeed solve the radiation problem. But SpaceX's Mars Colony plans show the buildings on surface.

There is also the problem of Mars low gravity (about 1/3 of Earth's). On the long run, this would be very damaging.

Only a moving colony on some kind of rotating vehicle could create gravity by acceleration.

It's not impossible to create it on a cave, but the amount of energy wasted moving it continuously would be enormous.

Only a nuclear plant can create this amount of energy on Mars.

It won't be easy for a private corporation to get the necessary licenses to ship a nuclear plant. Space X might be able do it with Nasa.

Notwithstanding, how can someone create a moving colony of one million residents? Or indeed a much smaller number.