I definitely watched the video (helped a lot - thanks) and I see where you mentioned you added tape on the exhaust outlet from the heater as it was loose. That might be my issue as mine too has some play. Mine definitely wants to sway a bit. I suspect this concentric kit was designed for...
I know this is an old post but in case you are still around... how did you support the straight through stainless pipe. Did you just rely on the elbow to provide the support?