I'm no Martian geologist but I would assume the rock composition in the volcanoes is different to the average for the whole of Mars - I wonder if this is preferable?

Certainty using solid rock for radiation insulation has been suggested before [1] (that link is even about lava caves!). It could be helpful in mitigating the harmful radiation, any material (solid, liquid, or gas) is helpful for this purpose if you have enough it it [2].

[1] - http://cosmology.com/Mars130.html

[2] - http://en.m.wikipedia.org/wiki/Radiation_protection

I'm no Martian geologist but I would assume the rock composition in the volcanoes is different to the average for the whole of Mars - I wonder if this is preferable?

Certainty using solid rock for radiation insulation has been suggested before (that link is even about lava caves!). It could be helpful in mitigating the harmful radiation, any material (solid, liquid, or gas) is helpful for this purpose if you have enough it it.