I've finally got it! Taken about 20 hours… Here is my process – learn from my mistakes so it doesn't take you as long!!
Initially searched for hours, day and night.
1st Wolf: Found the first during a blizzard at night. Ran up too steep slope, and the wolf went elsewhere, and I never found it again
2nd and 3rd wolf: Decided to build a mountain house, and let the wolves find me, since it was taking so long. Whilst building, and not eating good food, got attacked by 4 wolves, 2 of which 2 star. Died, dawn arrived and the wolves vanished.
After this, I was building in the day, and searching for wolves at night.
4th Wolf: Lured it back to a max depth pit, 1 square wide… Decided to make pit larger. Dug, ground moved, obliterated wolf.
5th Wolf: Lured it back to the now larger pit. Baby woke up, I logged out for 5 mins, came back and it had despawned.
6th Wolf: Found it, and on the way back to my wolf pit, it decided to jump in my Stone Golem pit. That was that.
7th Wolf: Found it and it's pack of 2 more 1 star wolves and a no star fighting a Stone Golem. They killed the golem! Then chased me back to my wolf pit, which I lept into… and died of falling damage. I respawned, 2 star wolf was nearby still, and I managed to get it into the pit. Stayed in the pit (on a small ledge) for 4 days, and had a 4 star tame wolf at the end of it. Finally.