That cement will give off an odor for a while, so will the stove if it's new, or for the first few burns of the season. If the chimney was a problem your smoke/ co alarm would be sounding. I suspect you are a little sensitive as this seems new to you. I bet the local fire department would come and check the install for you if you called them on the business line. The damper really doesn't matter if it's there or not. In fact, in the spring and summer it's probably a good thing, you can close it to help keep that creosote smell out of the house.
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