Not enough info to say anything about furnace, except that many new
units claim far higher efficiency. Better you ask locally, IMHO.
Possibly your existing unit can be made to run more efficiently, too.

Replacing section of smokepipe is possibly very simple, if you know
what to get and length to cut it to, have tools, etc. And, how to do it
safely. Meanwhile, except for light-off surge, leakage at hole had
better be into pipe.

HTH,
J