Maybe geothermal energy? But then where would you dump the heat?
You have to dump heat anyway. The amount of heat given off by animal life in an enclosed space without proper ventilation is enormous. Have you ever been trapped in a lift? I have. We were cooking after about five minutes.
If these are oxygen breathers, they have to have oxygen. Where else but from the surface?
Historically mines have always needed ventilation https://en.wikipedia.org/wiki/Underground_mine_ventilation
They will be at the mercy of the surface dwellers unless they have some valuable resource to sell them or they can somehow hide their ventilation openings.
If it is winter on the surface (maybe permanent winter) then what can they sell?
Thermal energy! No way the surface dwellers would harm them then. They're too valuable.