I do think rock/mortar over liner is the best method for DIY and cost...but I want to point out that lots of concrete ponds fail, but that's only because they're built poorly, including many "professional" pond builders. Thousands of concrete swimming pools are built in the coldest of climates and last decades. These same professionals can build ponds if you help with the design, skimmer, bottom drain, TPRs, etc... In large markets there should be at least a few pond builders who likely were trained in pools first, can show a lot of experience (100's of builds). If you want a professional search "shorcrete" in your area. And yes, out of the millions of concrete pools in the world some do fail, but it's a very low rate. If someone reading here wants a concrete pond you should not be put off by failed ponds...it's the installer, not the material. Just like everything else, you have to make sure you have the right builder. Check references. Go with the quote that's lowest by 20,30,40% from a dude with only a few Yelp reviews and you're unlikely to be happy.
And polyurea and other coatings sprayed on concrete that crack will leak. These coatings depend on a stable surface. Other Koi forums have lots of failure examples that go back to poor installs. Works fine if installed properly.