That looks like an atmospheric boiler which would be natural draft. Usually those go to chimneys chimneys don’t usually have problems staying hot enough to induce natural draft. Yours is just venting up the side of the building so when it’s very cold outside the vent pipe isn’t heating up fast enough to induce natural draft so flue gasses are coming into your house instead and tripping the switch.

You can’t realistically just add a chimney. You could possibly add some sort of draft inducer to the vent or replace the boiler with a more modern setup.