Zebras have been bred in plastic pipes that have been capped off at one end. Just be sure to use UPVC plastic piping and nothing else as some plactics are treated with chemicals that are toxic to fish.
An alternative to using slate when building caves is fake brick fronts. (the material isn't fake, it's like a brick) They come in a size that fits the top and bottom of the cave perfectly, and cutting the sides is easy as they're made of clay.
That's the material I used for the caves I buildt into the terraces on the 250L.
McEve, that explains the redish colouring of the caves in your new setup. I thought it might not be slate but wasn't sure. Is that stuff easier to work with than slate?
Most any shop that sells tile, CUTS tile, as long as you don't need too much of it done. If you ask nicely and offer to pay whatever it costs to get the tiles cut into strips, you'll probably end up paying a dollar at most. It's really not rocket science to make the caves, as long as they don't need to be presentable to company, My caves are relatively ugly, but my fish spawn in them, so who cares!
Since I already have the gear to make them, I can make some for you. I have already made some for Mindy. You can see them in some of her photos.
How many did you want? Send me a pm.