I'd definitely avoid sitting it directly on the plywood. If it were mine, I'd put down a proper hearth first, then use a non-combustible base if the insert needs extra height. It's much safer than relying on tile alone.
For the chimney, get a flashing kit that's designed for metal roofs, along with a storm collar and high-temp sealant. It makes sealing around the pipe much easier and helps prevent leaks.