@LordGrognard I don’t think anyone mentioned yet the Battle Standard. You can play PvE so all your things are safe, but place a Battle Standard to make a small arena stage. I’ve never built one but @Wak4863 made a video showing some of the details about it (linked in the wiki page).
If your PC is capable enough, you can also run a server and play on that server from the same machine. I set up a dedicated server on my new PC to test some things and I’m a complete newb when it comes to network stuff like that.