What rock did they dwell in?
Malbim: It is the rock of the Midbar; it is out of Mo'av's border.
What is "b'Evrei Fi Fachas"?
Rashi: It is where water digs [cavities] under the high river banks. When the river lowers, the cavity is empty, and the Yonah makes its nest on one side of the cavity. When the river rises, it floods the nest, and the Yonah is dislocated from there.
Rashi citing Targum Yonasan: Like a Yonah that left the opening of its dovecote, and descends to the ground of the pit.
Radak: Like a Yonah that makes its nest on the sides of pits, so people will not take it and its chicks. Due to the pit, they cannot pass to it. Pachas is a deep pit. The Targum of "Ki Charu Shuchah" (18:20) is Arei Charu Fachas.
Malbim: It is a place with two sides. If the enemy comes from one side, it will flee to the other side. Since it says (Yeshayah 16:1) that [Mo'av] will send a Shali'ach from Sela Midbarah to Har Tziyon, that they should accept [Mo'av] in Yisrael's land, it says that now that Eretz Yisrael is destroyed, Mo'av will need to dwell in the rock.