I am always mystified by assertions that underground CAES systems suffer inefficiency. Earth is a superb insulator, so any heat pumped into an underground reservoir along with the compressed air would be still there when you draw it down later.
Here's the vid on trompes I always see come up: https://youtu.be/50fJ8Av_g7Q
I know "free energy" devices don't really exist, but a trompe seems pretty darn close, IMO.