if you want to take a quick peak at what i meant, try this http://www.pocorev.8k.com/photo.html
it's the last pic.

it was done very quickly and without consideration of scale or precise placement... it's just to show you that you can actually 'pierce' a heightmap with a piece of level geometry and make it look like a tunnel or sewer pipe or whatever you want. it offers a workaround for what you were discussing.

good luck