Interesting idea. 2km deep could work. I'm not sure how cooling or maintenance would work.
Depth below surface | Typical temperature (°C) | Indicative cost to drill 1.2 m diameter hole
500 m | 15–25 | $5–10 million
1 km | 25–40 | $10–20 million
2 km | 50–70 | $25–45 million
3 km | 75–100 | $50–80 million
4 km | 100–130 | $90–140 million
5 km | 130–160 | $150–250 million