A thought: the moon has water ice and a dusty surface (regolith). Could you use a material akin to Pykrete (a composite of ice and wood pulp about as strong as concrete, and stable at -15C) to create building blocks for lunar habitations in lava tubes, where the temperature is stable and at the correct range for the Pykrete-alike to also be stable (-20C)? Making it would be trivial and only involve raw materials which were present – melt water in lunar daytime, add dust and stir, freeze it at lunar night into whatever shape you want. Even if the habitat were built from blocks, it could be made airtight by spraying the inside with pure water to create a further thin and complete layer of ice. Or, you could just inflate something inside it.