not sure what value my advice is since I am still planning and gathering materials to build my 1st
rocket stove; but I am planning on using firebrick for that transition. While the exhaust won't be so hot that you couldn't use metal pipe, i would think that its hot
enough to warrant something that can take the heat. That being said it seems to me that the Ianto/evans book frowns upon using cement and such materials in areas of heat due to issues with cracking and basically not taking the "thermal shock". I am inclined to agree; having seen cement block crack and explode when exposed to enough heat. My thought is that you'll build it to last and using good materials will help with that.
Long winded, but basically I'd use clay or maybe metal for that area due to still high temps. Once I get mine built I'll let you know how it works...