Make a 3x3 with ceilings (foundation in two opposite corners) and make it so u can crouch under the ceiling. Put fence foundations there and walls. Put a hatch on top to finish, once ur hyena is in. The fence foundations can be interacted thru but not at agro.
Normally you can't tame the pack leader, so just get a pteranodon or argy, pick it up and drop it in a large area (like a separate section of your base). When you take it away from the rest of the pack, it removes its 'pack leader' title, allowing you to tame the highest level hyena of that pack.
Despite it's appearance, the real life hyaenodon was nowhere near related to actual hyenas, but it actually belongs to a group of prehistoric mammals, all extinct, that are believed to be most closely related to pangolins, which aren't related to anteaters or armadillos, for your information.
Build a 1x1 box with door frames and throw a hatch ceiling and 4 more regular walls up and throw it in, it's butt will hang down and you can crouch and pet it under it without spooking it. You CAN tame without alpha present but if it becomes spooked you have to leave your chunk and let it reset.