Cool… decided on your system yet? An overlapping 3-digit system (so 5 digit per loci) is pretty common with folks going over 10,000 because then you can also do the Everest challenge much faster. I’d consider doing that as well if you go past the 10,000 anyway.
I remember I used a PAO system the first time I did it The sixth digit would be the first in my next 5 number block. I liked that one, because it gave a nice “look ahead.” On the other hand 1,000 object system with 2 objects per loci stays more “unique” as you go on and on.
Here is one of my old posts on pi, which includes a link to my memory palace on Memrise in case you don’t have everything set up already: Paris - 2,000 Digits Of Pi