Welcome, Baxter! And you're very welcome :)
Circumventing Behemoths in the caves is super common, the most common method being digging, yep.
You pretty much never have to face them head on, it's just a question of how you're going to get by either without being noticed, or taking minimal damage. (Unless you've got lots of friends, or serious firepower and aren't afraid of them, but unless there's no choice or they've got something you want, may as well skip the unnecessary attrition!)
With respect to digging, I would strongly suggest going further! It's very likely you can get around that way here, though in some cases you may have to rush through a 4~5-cell deep tunnel you dig out.
Ideally in the caves you've brought along something that can safely dig from a distance (like a cannon! preferably a thermal one), though I can't see the bottom of your inventory where such a thing would be if you had one. Clearly digging your way through with an Axe is going to be a bit more dangerous :P. If you had some terrain intel you could also better tell whether it's worth it--Terrain Scanners and Structural Scanners are both very useful.
I can't quite see the greater layout of the map to help make a determination here, but either way I'd definitely get closer to that Behemoth down the main corridor there to see what's off to it's other side. You won't attract its attention if you hug the wall, though yeah at some point they're gonna spot you ;)
Luring and going around is also a common tactic if you have to get shot at (as is just running past at top speed, but you're not super fast and we can't see how many obstacles there are on the other side), but unfortunately there is no good lure path here.
You could probably do okay by removing your sensors and plating and slapping on your heavy armor (which would keep you underweight and fast enough) and just run by for cover on the other side--it's only going to get so many shots off and your armor will eat it, though I'd worry you lose a couple legs and that might become a problem. The other danger there is if there is something else dangerous beyond the Behemoth, because then you'd be really in trouble! Such is the danger of fleeing into the unknown in roguelikes ;)
Also I can't tell if you have explosives down in your inventory (hopefully you carry a launcher at all time if possible!), but if you do, totally use that to do more digging around above the Behemoth, or maybe other directions I can't tell from the image.
Anyway, there is my thesis on this particular Behemoth xD