Endermen can teleport through any type of block if there is ample space on the other side.
What you could do is cover the ground outside with blocks they can not teleport on top of. As far as my understanding goes, the only blocks they can't teleport to are water and lava and transparent blocks. (Source). Alternativly place cobweb on its legs which will completely disable it plus you can do the same with other mobs.Always remember to name them to stop them despawning.
