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Suppose you wish to build a shelter, or an underground house, or set-up a yurt for that matter, will it pass the building codes in your country, in your area? Will it be allowed? Unlikely.
Already in the seventies in most countries, in some cases over unanimous and fierce local opposition, the International Building Code has been adopted. And recently, for example in France, a new crime bill will enable police to crackdown on yurt dwellers. Check your local code.
The stories of how this code came to be show that nobody will be safe from arrogating governments with little concept of real life, dictating others how they should live. Stories of manipulation and coercion, while people living in cities just sat in front of the TV, already deeply intimidated, burned out, and with a political commitment of picking their noses during the news.
Barring a miraculous enlightenment on the part of the majority of people and a breaking of the corporate/government power grip on our individual lives, nobody will be safe from the machine, no matter where you move. Independent self-reliant people are considered a threat by the war-work-machine.
Maybe you can choose to adapt your shelter or underground house to live up to the building code, but this takes money and/or time, reducing your chances of survival in a more natural lifestyle to zilch. You will need to spend time on working in the machine, instead of in your garden or fishing by the river or chopping wood getting ready for winter.
Some people have tried getting a code variance. Even if such a board exists in the area you have picked, such a board usually consists of members of the building profession with a vested interest in maintaining the status quo. How will they perceive a request for an individual exception if it sets an example of a house that cuts the cost of building down to 20%? There have been people that have been successful in getting an exception, but in those cases they nearly all aligned with funded university experiments.
Amendments for underground housing to code may actually work. If your country or state has optional code, the officials deciding would be local, elected, and susceptible to pressure from the people. Paperstorms, petitions, interest groups, in general stirring up local interest may be a lot of work, but you will also be doing your community (and nation) a service.
Many benefits for community and nation can be mentioned, but don't mention them blindly to elected officials. For example, "these houses are not an eyesore" is maybe not such a good thing to say to officials. They probably live in eyesores and are likely to take offence. Mentioning beautiful park-like gardens, educational value, small wildlife habitats, less noise, air purification by more green, climate moderation effects, and conservation of building materials and energy may make you more successful.
If you are running out of money and time, there is still the option of "evasion of the code". As in, make an unexpected move, become a fool without attachments and "build first and worry later".
Mind you, public and private utilities work with the building departments and other governmental departments by disclosing information, and not only when they are asked. People having taken this path recommend total evasion by evading the utilities from the onset as well. This path comes with the advantage of circumventing yet another set of laws. But it requires using solar and/or wind energy, choosing a location where (nearly) drinkable water is readily available and/or additional rain water and/or dew collection, and managing waste water from the start.
Do not do this if the house is visible from the road, to neighbours, or from the air by helicopter surveillance. Build your house deeper in the woods, deep enough in the ground, mind your light angles, use a stove with vents to not produce wood smoke from a pipe, and it won't be easily detectable.
Partial compliance is a path where you first build a small core building that meets the minimum requirements of the local code. Or you hook up from a "front", a shed, a barn, a house, whatever works. After that, you "build first and worry later".
Some of the "worry later" are "known bugs" and just require you to think things through. If you have say, 6 underground houses behind a "front", build wind and/or solar energy resources such that the utility bills and meters don't raise suspicion, and take the garbage to the garbage dump yourself.
Whatever path you take, some mistakes have been shared in some excellent (hilarious) books, and are being shared in forums. Learn not only from your own epic fails but also from fails of others. And allow nature to teach you to disguise your ways and obfuscate your patterns.