Roxy and our GSD are digging holes in our backyard. Yesterday they dug one by the gate and our Yorkie got out. Someone found him down the street but thankfully looked at his tags and brought him home. Any suggestions on what I can do about the hole digging situation. It's getting bad and I can tell my parents are getting pissed

Sadly my yard looks like a dug up minefield in certain areas lol
Maybe make a designated area for them to dig? Like a doggy sandbox almost.

Nothing will stop a dog from digging but these here have kept mine from digging and escaping.

https://www.youtube.com/watch?v=yltmMWhXSa8

Not sure what type of fencing you have but I see no reason why they couldn't be adapted.

Kenneling or crating during the time you are not with them would be my suggestion. Or like Ashely mentioned, a designated spot that you can train them to use. I have one for Kale, but he rarely digs, mostly because I don't leave him unsupervised outside.

They are both in crates when we are gone at work but they are soooo hyper when we get home and I always feel bad but my bros get home from school way before me so they let them outside, but they don't supervise which annoys me thanks to Xbox. . The sand box suggestion is pretty good. They started digging when it started getting cooler. I had a plastic kiddie pool outside during the summer for them to play in, cool down, and hydrate and they loved it. It was such a good distraction. They stopped digging for a while then started again. I thought we were getting somewhere but of course not. My dad suggested fillin the holes then sprinkle cayenne pepper on and around the holes which work for my GSD when I was little, Roxy is a whole new kind of stubborn haha. Hopefully we can control the digging spree before the backyard looks like the moon!

I never throw Freya's poops away, I collect them in a nice neat pile and use them in her dig sites.
When she digs a hole I cover it in nad put a nice little pile of poop on top, covering it with a fine layer of dirt.

She stops digging in that area. Of course she finds a new place to dig, but thats why I have reserved poops

Build a dig box and teach them to use it

I absolutely detest the digging as well as the finding and eating of small rocks and stones and if Kaya had her way she'd spend all day outside doing it.

So, for the last 3 weeks I have been taking her out on her leash every single time so that I can supervise her and bring her back inside when I'm ready to do so. I very seldom leave her outside to just do her own thing now. She can wander around the yard to her hearts content, but when I see her getting ready to dig or do something that I don't particularly care for, I go over to her, pick up the leash and either guide her away from the area or go back inside.