Testing without mass - does it affect exit temperature

Hi-
I have a question regarding the draw of the (any) duct system while in progress of finishing. I've seen where people have everything set up and in place and do a test burn. Will not having the mass in place affect the exit temperature drastically or should it be relatively the same, but with the heat just transferring to the indoor air on it's journey.
I'm planning a cellar stove with the vent through the foundation and into a tiny shed against the side of the house to prevent any backdraft. The rise will be about seven feet and exit on the downwind side, protected by the house.
Also it is getting toward freezing here (upstate NY) and I'm digging my own found clay to use in the mix for the mass. If I run out of warmer weather before finished is it unsafe to use with parts not enclosed? If OK to do so, which parts would be the priority? Would encasing the last vertical chimney part help?
Thank you for any input- Gus

Any time you don't have mass more heat will remain in the exhaust giving you more flow as well if verticals as heat rises. IMO priority would be burn chamber and the first 6 ft of exhaust working from beginning towards the end of the system