Ignoramus5455 is citing basic engineering conceps. Not if.
When failure happens, will the system still not let CO enter
the building? Why not just put exhaust pipes inside a
vehicle? Because when pipes crack, there is another
protection system to keep vehicle occupants from CO
poisoning. Systems designed for human safety must always be
redundant.

That also applies to how the generator connects to heater as
cited in another post. No redundancy? Then there is this
sentence about where balls should be located.

Ignoramus5455 wrote:
Stu, beware that there are many issues involved with piping exhaust
through welded pipes. Vibration and high temperature and potentially
corrosive exhaust gases, for example.

The consequence of failure of your exhaust system can be lethal and
quick. A CO (not CO2 as you said) warning system is a good thing, but
is not bulletproof and batteries often die.

Exhaust pipes can be welded and generators are often installed
indoors, but beware of unexpected issues, if you are not a
professional installer of generators.