I recently bought a new house with the Lennox MPD-4035 model LP gas direct vent fireplace in the family room. The fireplace is located in a bumpout (i.e. a small framed extension that protrudes from wall-line of the rest of the house) and is vented from the top of the fireplace with a 90 degree elbow that vents to the outside.

Once the weather here in the northeast started to get cold, I noticed significant amounts of cold air coming in through the fireplace, most notably the lower grate where the gas line comes in. The walls, roof and floor of the bumpout are insulated, so I don't think that is the source of the draft. A guy from the place that installed it told me that this fireplace doesn't have a damper. Is this normal? It would seem that the cold air from outside can just enter the vent pipe and into the firebox (which is sealed, but not airtight), does this make sense??

Additionally, I built a box for a plasma TV that is about 24" above the fireplace and flush to the inside wall. There is an opening in the rear of the box that is open to the air in the bumpout (again, which is insulated). This opening is also full of frigid air when it is cold out. To solve these issues, we have stuffed fiberglass insulation in and around the opening of the TV box, in the lower grate of the fireplace as well as the top of the fireplace where the vent pipe sticks out.

Although the insulation is non-combustible, I'm confused why so much cold air is entering the space and if it is safe to operate the fireplace like this. Any help is much appreciated!!