I place the depot at the inner end of my blood soaked entrance trap tunnel, but separate it from the actual fortress by a massive doorway. No merchant is allowed in my sacred halls. Two loaded ballistae pointed to the depot, chained war dogs around it and a hydra in a masterful gold cage directly adjacent to the trade platform always remember my guests not to try anything funny.
Every time, they sit in their camp and speculate about what unwordly horrors lurk behind the dark intimidating gates, which spit out so many undescribable riches. And the old scoutmaster tells his stories about old trade runs. How the goblins declared a siege and not a single dwarf cared about the threat. The fortress guards only made dirty jokes. And then the siege got smashed by the fortress in a couple of seconds, without any dwarf moving a finger to help. These walls live. And they know no mercy. The guide tells how they once felt the heavy marching of thousands of armored man vibrate through the cold stone. How they heard faint screams that almost made their blood freeze. Of creatures they never allowed themselves to think of before, of warriors mowed down like blades of grass. *A shy look to the lurking hydra* The dwarfs never talk about what's inside their lair, where they get this incredible wealth from. If you dare to ask, they stare at you with bloodshot eyes and chant heigh-ho, heigh ho. All of them. All the time. One run to the fortress and you are a made man, but only the fewest ever come back to try their luck a second time.