Store it as compared air in steel tanks buried underneath your home. No protective coating.

Pumped hydro isn't the same as a hydroelectric dam. Because both reservoirs are engineered and you don't have the concrete wall as the single point of failure, you don't have the same risks involved. Pump Hydro can be whatever size you want and spread out to distribute the grid load.

Also, are dam failures worse then Climate Change or are they just more dramatic?

Thermal sand batteries are a thing, I think?

That was some solution talked about on Undecided.

Gravity Batteries? They're much, much easier using water compared to solid masses.

You could store solar energy as heat in sand and use turbines(if you have water) or Sterling Engines(if you don't) to spine a generator. Peltiers are a solid state method to convert heat to electricity, but they aren't very efficient.