At present I have a Tecnik woodstove, It burns sawdust as well as wood, and being of a solid construction. should last a lot longer than my previous one. My first stove, a circular, Spanish made type, with a stand -off, square, metal grid , wrapped around the outside, performed well , but only lasted 9 years, with lots of patching up towards the end.
The stove shops should be able to advise on the relevant flue and the correct seal around the flue as it exits your flat roof. You can, as has been mentioned, exit through the block wall instead. Though I find a straight flue a lot easier to sweep. It's also handy to have a wind cowl fitted, to help in gusty conditions.
There are a few downsides to using a woodstove. One is that you have to be quite disciplined and organised, as it can be a bit of a pain lighting it, if you are only in the workshop for an hour or two. The other is that you have to have somewhere to store the wood and sawdust, bearing in mind you will be generating the waste during the summer, when the stove is not on. During a working day I get through at least a sack full, of off-cuts. Also, its a lot easier when you are burning sawdust, to start with this and refuel with wood and off-cuts, rather than sawdust. That way you are spared the muffled explosions, and the lid lifting off, which can be quite disconcerting