sheep pens

"sheep corrals" or "sheep enclosures"

cover his feet

This is a euphemism for "relieve himself" or "defecate" or "empty his intestines." (See: rc://en/ta/man/translate/figs-euphemism)

generally a natural hole under the ground, often with an opening in the side of a hill or cliff

The word "arose" is an idiom for taking action. AT: "David took action; he quietly crept" (See: rc://en/ta/man/translate/figs-idiom)

approached slowly, carefully or quietly