Yeah... actually, back in the forest I used to live in, the cats would weave plants together so that they grew into a natural roof. We mostly did it with brambles, then we would tuck moss into the inner parts so that the thorns wouldn't catch our fur.

[He doesn't entirely remember how to do it, but he's sure he could figure it out.]

Although... maybe that wouldn't be helpful for you, your tail might set it on fire. But we could build you a den out of rocks, and put sand on the bottom.