You can take a piece of roofing and turn it 180 degrees and voila - it stops your fire from going out. You can do this easily in a corner of a hut you have taken over or if you put the fire outside next to the wall you can also di it. If really stormy then put up a half wall outside in the direction of the prevailing wind. Surprisingly effective.

When you do a fresh build then you take the chimney sides up to level of roof then put up a 2' pc of wood in all 4 corners then a little roof cap. Must leave room for smoke to exit. Learning how smoke works early in the game saves much. You can also make interesting chimneys and there's lots of vids on them. Just like in real life, folks actually die from not understanding smoke.