Here's Cabbages Engine file with the Exaust turned into solids and booleaned on to the engine. I tried to disable history on all objects from the beginning. If I select just the face of one of the exausts and run shell, it appears to try and shell All the exausts. If I select all exaust faces and run shell I get a good reslt ( .1 as the defined thickness).

Seems like something is up with his model? Possibly I missed an area I should have hit disable history? I started with the model he posted.
I ran planar on the whole group of exausts to cap them off. Perhaps if I planared them seperatly. I can fool a bit more also.