Advice to building outdoor pen

I'd like to build an outdoor pen for my adult RFT. In the past, I've created a corner in the yard for him using baby fencing but now that I live in Chicagoland, I frequently get raccoons and skunks in our yard, and coyotes are known to come around (saw one down the street last summer, pretty cool) so want to make something a little more permanent and predator proof. I've never done this before so am looking for some advice. Plans would be even better.
1 - What material should I use? I realize untreated wood will eventually rot but I'll be happy to get 3-5 years out this, and should be aesthetically pleasing.

2 - Do I need to lay a barrier down to keep them from digging out, or other critters from digging in ?

3 - How far below the surface should the walls go?

TIA