There's no reason a wealthy adventurer couldn't privately finance the construction of a mansion hiring local carpenters, who then return to their site after completion. Then the adventurer hires some mercenaries to guard it or can quarter his comrades there. Maybe he offers outcasts and animal people safe haven and protection in the surrounding area in return for their fealty.
This differs from being given a site in that you're not subject to any government's whims.
You cannot hire any local carpenters to build things because to do that there has to be unemployed carpenters lying about, the problem is that the
institution of unemployment does not exist in the game society. If there is nothing wooden needing making the site government will simply reassign the carpenters to do something else, which they are at liberty to do. Hiring people then is a complete anachronism in the game, hiring requires unemployment; no unemployment and no hiring. If you were to convince a site's presently employed carpenters to build your stuff for a sufficiantly great personal reward, the site would logically forbid them from doing so because that would be stealing labour from the site and thus wealth. You could give the site a cut, but that is basically paying rent to the site.
The only way in the present social arrangment for the player to 'privately' have their own mansion is for a mansion to be built and staffed by an existing's site's own personel, meaning a site must give them a mansion of their own and because that entails a cost for the site, they would only do that if you were a member of the site of very good standing, you were able to pay them a very prodigous rent or they are so afraid of you they have to appease your wrath.
The alternative means to get a mansion is to convince or coerce a bunch of creatures (your animal people are an example of this) to leave their present site government and come form a new site government under the player. In this case what you have basically done is created a new site under a particular starting scenario and the only way to have your own house is to also provide everybody else with a house. So you are no longer in adventure mode and now in fortress mode with yourself as the ruler of the site government.
So the only non-anachronistic means given the presnent social order to get housing not subject to the whims of an existing government is.
1. Live on your own in a log cabin in the wilderness.
2. Set up your own government.
I think an important part is that you need power to build something, but you can gain power: money, status, etc., at least partially, in adv. mode. Money: easy, sell/loot stuff. Status is planned, in fact becoming a general/baron whatever is planned. Just because you can't do something now doesn't mean you won't be able to later. Sure, some peasant can't just build more than a hut, but a hut is fine for now. Then, when you're a legendary wealthy hero, cities will be competing to have you live there: sure, you can find a way to get your own house. Furthermore, you should be able to buy/rent a house, the former mostly for retiring. There's a lot more possibility in the retiring concept.
The amount of wealth an adventurer can realistically end up with up is inherantly rather limited by the annoying detail that all the wealth they have they have to carry on their backs. We can acquire a lot of light, high value items but the reason why that works is because of the irrational, anachronistic economic system based upon it's arbitery numbers. I might walk about with 100 gemstones in my backpack, but who necceserily even wants 100 gemstones; can you eat gemstones? Power on the other hand is what the adventurer does potentially have, a good adv. can do things for sites and leverage them into giving him nice stuff, or an evil adv. can terrorise everybody until they give him nice stuff, in either case provided he mantains his bargaining power in relation to the site he can end up having wealth beyond what he carry on his back.
Back the question of power later; the problem with a computer game or indeed any work of fiction is you *can* add in anachronistic mechanics or logics all you wish. Do not expect them to work very well together however unless you can manage to create bridging mechanics/logics to unify them or can manage to keep them hermetically sealed off from eachother. The eternal problem with DF suggestions is that the game is never going to be finished, so people will always be able to say that
"well things are supposed to be/have X, but they just have not added in the right mechanics yet". This includes mechanics that are quite anachronistic, but if enough other mechanics were added in as well then it would not be anachronistic because the nature of the game would have fundermentally changed (though this would potentially make a whole set of existing mechanics anachronistic since they would 'orphaned').
From what I can gather the devs want DF to be fundermentally three things at once.
1. A town-building game.
2. A RPG.
3. A world simulation.
Rather than starting with lots of particular visions of how society *is* and then thinking what scenarios would occur given the society in question they have and what would not occur (how DF would look if GoblinCookie had made it) they have instead started off with a set up scenarios both in the RPG and TBG sense and then constructed their whole society piecemeal in order to produce the scenarios they want the player to experience. The problem with their approach is that basically TBG and RPG societies are inherantly at war with eachother, let me explain.
A traditional RPG depends upon a basically dysfunctional, dystopian society; the more hellish the society actually would be for ordinery folk to live in, the better it is for an adventurer (at least until he ends up maimed, crippled or killed). The whole subject is sort of discussed in TV Tropes under the heading
Adventure friendly world. Behind all the heroic gloss what the traditional RPG hero is is a jackel, a carrion beast growing fat and rich off the decay and ruin of the societies of his world. Regardless of his personal alignment and motives, he needs racism, tyranny, chaos, intolerance, strife, poverty and crime to be rampant. He tends as a matter of course to propogate those things, whether deliberately for his own gain or according to the logic of "swallow a spider to catch a fly". The only good adventurer is the adventurer that kills those who are worse than he is and then immediately becomes something else.
A traditional TBG however depends upon a basically functional, utopian society. Ultimately everybody must at least potentially be made to obey orders, respect the law, work together, refrain from personal violence and behave themselves, provided that the right technical arrangements are made. If there is lots of crime, disunity and violence then it must be because we have been doing something wrong, there must be something the player can do to put things right. We cannot have it as in the Adventure Friendly World that there are crime and problems inherantly there simply because otherwise there would be nothing to do, without disempowering the player. Everybody that is armed must be kept under strict discipline and control, we cannot have adventurers running around killing people at their discretion and their own possible role is as merceneries that are on the public payroll doing what they are told.
If Adventure Mode and Fortress Mode were different universes then the two would not clash. The problem is the third element, the world simulation element is supposed to unite the two elements together as one universe potentially resulting in a heap of anachronisms as the two logics and mechanics, with their own attendant embedded political ideologies do not connect successfully. This brings us back to the question of power. To write the rules of society to favour the adventurer will inevitably mean reducing the power of the fortress government and vica versa. Successful fusions between TBG and RPG that lack inherant anachronism invariably deprive one element of control/power; an example of a game that is a mixture of RPG and TBG is
Majesty. In this case power is essentially held by the RPG side, with the heroes doing as they will and you the player in your TBG capacity have a basically passive role, building buildings to serve the heroes who do as they will. True to what I said before, the RPG dominated Majesty game is neccesarily dystopian, even if you win and destroy all the monster lairs on the map there is no way to get rid of the trolls, ratmen and graveyard undead, so they closest thing you can get to an orderly society is an endless bloodbath; yet you the town builder are strangely thankful for this because otherwise your RPG hero
masters would have no money or xp.
The funny thing is that despite everything I have said at the moment there is very little anachronism between Adventure Mode and Fortress Mode societies because of how Dwarf Fortress is working as a sort of Anti-Majesty. DF Adventurers are not fortune seekers but essentially armed hermits that have turned their back on the power and wealth of their home site, they have no power and no home because they have turned their back on those things for some reason. They have afterall long as they remain adventurers no prospect of ever being elected Mayor or being appointed to a position or even influencing a position holder through conversation, they have forfeited a bed and a roof over their head to sleep on the floor of some hamlet's mead hall. In this context it makes sense that the site governments would actually offer a successful adventurer positions, power and houses in a bid to *bribe* them into becoming part of their society and no longer being truly an adventurer. One could even see an adventurer actually rejecting the offer for the same reason they set out from their home site in the first place.