Speed-the-plow is a play about morality and money-making in the movie business. But it's also about friendship: Fox and Gould have been friends for a long time, and the play's plot involves testing that friendship over a movie deal that Fox has pitched to Gould.
In this line, Gould is emphasising to Fox the value of their friendship against the wider, cut-throat, movie business. "Tribal Caves" here is casting the outside world as primitive bands of factions, who will - secretly (i.e. going back in) - plot to work against Gould and Fox for their own success. The wording makes these outsiders sound dangerous and wild (tribal), while also secretive and secure (caves).
As a side note, it's interesting that it's capitalised in your quote. I have found other places quoting this line where it's capitalised. However, I've also seen a facsimile of a script where it is not capitalised. So I have no idea what Mamet's original intention was here. However, if it is in the original, it's likely there for emphasis as though it's a proper noun - a "real thing" that Fox needs to be afraid of.