Ok, so I'm thinking about preheating the air. Let me explain.

The stove would be two walled. The outer wall will have air holes at the top only, while the inner walls have them at the bottom, forcing the air to be pulled around the heated inner wall once it is going.

Downside is that it makes this a top loader only.

Upside is... It lets us know if Raven has finally lost his mind? Am I totally out in left field?

I can't see that is getting you any great improvement in efficiency. On the other hand looping the exhaust back through, in effect consuming the flammable gasses that would be otherwise lost up the chimney, is a proven way of improving efficiency. Catalytic converters do it in a slightly different manner but the idea, consuming and extracting heat from gasses that would be lost, is largely the same.

In addition to getting more heat from a cord of wood reburned or catalyzed exhaust gasses carry far less creosote, soot and smoke. Which means the chimney doesn't have to be cleaned as often, your not dropping black clumps on your car, and the air stays cleaner. All good.

You're on the right track, but you're re-inventing wheels without studying prior art, here is a short reading list
design principles for wood burning cook stoves, Micro gasification WhatItIs And WhyItWorks, World Stove Everything Nice.

Basically, preheating the air increases combustion temperature, means you get a cleaner burn (less carbon monoxide, headaches, death). Stick with proven designs.

The old-fashioned way of getting more heat out of a woodstove is to have a longer run of galvanized flue before it goes unto the brick chimney. I had one that included a bifurcated flue: a section of straight pipe, a tee, 4 elbows, another tee and straight pipe to the flue collar of the masonry chimney. Admittedly, a cob job, an eyesore, and a creosote distillery, but that creosote made dynamite kindling. This is the adirondack approach to wood-fired efficiency.

You can buy stoves like this already made to run outside.

I saw some stoves like this on U-tube and I thought that pre-heating incoming air actually means "cooling" the fire in the inner container. OK it may seem like the same loss if you have only one wall, but remember there is a draft of air rushing to go in, thus cooling the flame chamber a bit more.

Instead, I have been thinking more about adding more insulation to the stove wall and using the rocket stove principle.

So, far I have stopped at one wall rocket stove, and instead of spending time on improving it, I am actually USING the stove for other projects like burning paint and rubber coating off other metallic stuff that I want to utilize in other projects.