Physical support isn't actually that important - conventional wellbores are not physically supported either until they are cased and cemented, and mostly don't have too much trouble with collapsing. What they need is a seal tight against liquid and gas to prevent it from leaking into the wellbore.

Conventional wellbores accomplish this with the hydraulic pressure of the drilling fluid. These guys can't have any fluid though, so they would have to rely entirely on this condensed rock stuff to both support against the pressure and seal against any leaks. Seems very unlikely, considering that it isn't deliberately created by any kind of process, just randomly condensed from rock vapors.

Note also that they won't really start to run into trouble with this until they get at least a few hundred feet down.

Also, you definitely aren't going to drill more than 6 inches while attempting to physically support the wellbore with any part of the drillstring or waveguide or whatever they're calling this thing.

People should also understand that oil drilling is a highly competitive multi-trillion dollar industry employing tens of thousands of smart people all around the world. Absolutely everything that anyone could think of has already been tried, and adopted if it worked and abandoned if it didn't.