You can paint the outside of the steel with some good rust-resistant paint.
Something like flat-black engine paint maybe? (So it can take the heat).
Regrading heat transfer from the back-plate, I'm wondering how hard it would be to
solder the pipe onto a flat back-plate made of a similar metal? (And then paint it).
If you aren't hooking up to the domestic water supply, no need to worry about contamination by the anti-freeze. They put some pretty good rust inhibitors in that stuff these days. So, the steel conduit parts might last a good long time..
If you wanted to make it simple, you could use large OD conduit and pump air into the collector.. Less problems with rust.
Or, forget the pipes and use a flat sheet metal collector under a glass lid..
Blow the room-air into the bottom and take the output off the top..