Ok, back to square one. It was a simple aesthetic and visual tricks.

Originally posted by Ghevd:

45 degree roof pieces hidden inside the chimney. One a few blocks higher than the other and staggered placement.

Should be enough room for smoke to vent and enough cover to block the rain.

Chimney will have to be wider than what is seen in video since that's a furnace.

I'll give a try to this, on paper it's a good idea. Hope it work.

Thank you all.

Edit: It was raining when I start the game, and yeah, the 45° rooftop work well.
Now I have to modify all of my chimney

https://steamcommunity.com/sharedfiles/filedetails/?id=2936339242
https://steamcommunity.com/sharedfiles/filedetails/?id=2936339255

This one works too but it's weird :P
https://steamcommunity.com/sharedfiles/filedetails/?id=2936339306