Piercing weapons work wonders, like a Gold/Platinum Bow with Jester Arrows. Also, be an idea to bring it to the surface so as to have an easier time dodging it and its projectiles but only do that if you have some way of quickly navigating your way back up the shaft you came down from.
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Techhunter_Talon
Doylee
If you want to make an arena in addition to the above, make sure you construct it out of corrupted blocks so that it doesn't despawn.
Techhunter_Talon
And if you can't do that then just widening the cavern with explosives can help to make dodging while underground more feasible. Bombs would work the safest so as to avoid accidentally destroying a Shadow Orb and summoning the boss.
FalloutGuy645
If you are truly struggling, get the best possible gear you can for your level and max out your life. Survivability is just as important as how much damage you can dish out.