The firebrick splits are a fine material for most of the combustion core, if you can get them at a good price. Where I am they generally cost the same as full size firebrick. Lay them up on edge for sidewalls and heat riser, with insulating backup. Make the backup rigid around the
feed tube and burn tunnel, as those areas may see considerable knocking over the life of the heater. Around the riser, you can do something as simple as rockwool batts wrapped and tied with wire or wire mesh.
For the burn tunnel roof you may want to use full size firebrick, or at least lay the splits on edge for strength. That roof gets tremendous heat stress and needs all the strength it can get.
The insulated stovepipe you have could be an excellent resource for your chimney as it goes through the roof and at least two or three feet above it, if you don't already have a masonry chimney to connect to. It will not last as a heat riser.