I know how you feel.
Getting traders in and out is practically effortless. Dig a tunnel to 6 squares before the map edge, make an up ramp on the 5th tile before the map edge, then seal off the area around the ramp with walls, raised drawbridges, and of course floors on the level above as a roof. You should have a 3x4 area on the map edge on the surface that is accessible only through your fort or that tunnel, and assuming you don't have any other caravan-accessible routes to the surface map edge, all the caravans will spawn in that spot in complete safety.
That only works if you can actually get outside, easier said than done in this kind of biome.
As was mentioned earlier, dig a tunnel under the anvil, build some upstairs and then channel the anvil into the tunnel. This can be used to get any materials on the surface that are required for fey moods too, just be careful that there aren't any zambabos in LOS of haulers to scare them off, placing a wall there to block the hole is worthwhile too.
Once you've breached the caverns, dig out huge tracts of sand / soil areas in your fort, tower caps will start growing in these and provide a meager amount of wood for the fort, make sure to save some for fey moods, try to use rock pots for storing food and booze etc.
Other than that, build airlocked trade depos at various parts of the map, lock the side to your fort and hope the traders can fight their way to said depo and then be locked in before the undead get them. Making meeting zones there / drafting all immigrants into a military squad and stationing them there sometimes gets some inside, but relying on children inside the fort is what I've ended up having to do.
Also, do NOT rely on doors to keep the undead out. It works on zombie dorfs and animals, but zombambo kobolds seem capable of opening them.