The caves!!!!

Caves were mentioned in Gothic novels, because they brought about melancholic imaginations. The mysterious darkness of the cave can be seen as the figure for the allure of fictional terrors.
It also symbolised a refuge from persecution - to which Isabella ran.

In 'Udolpho' there are similar caves by the sea as these.
I don't see mention of caves in NA, unless the 'kitchen gardens' instead of the artificial caves and grottos which became an important feature of the garden design in the 18th century.