Your best bet will be to use impulse tubing to remove a draft range DP transmitter body from the heat source.
Most industrial draft range transmitters have meter bodies rated in the 150°F - 170° range, depending on vendor. The 250° rating is usually for ranges higher than draft range, where the sensing diaphragm can be heavier and bulkier.
The rule of thumb is impulse tubing drops 100°F per foot of 1/2" tubing at 70°F ******t temperatures. There's no flow through the impulse tube, so it only has to lose conducted heat from the source to the atmosphere. If the surrounding ******t is higher than 70°F, the loss isn't as great, requiring longer impulse tubing. Do not skimp on the diameter of the impulse tube, because the pressure you're looking for is on the very low end. If there's radiant heat from the source, interpose a heat shield with an air gap between the shield and the transmitter to keep the body temperature of the transmitter down.
I doubt you'll find a diaphragm seal that can begin to give you any sensitivity at the very low 0.04" w.c. range you're looking at. Filled capillaries are only useful if there's a diaphragm seal large enough and flexible enough to provide the sensitivity needed to see 0.04"w.c., but capillaries introduce their own errors. The expansion/contraction of the fill fluid in the capillary over various ******t temperatures would probably produce errors greater than the value you're looking for. Most people are unaware of how much error can be attributed to temperature changes in the capillary fill fluid. The cost of seals and capillaries and installation is frequently more than the cost of the transmitter body. Capillaries have to be welded in place, and are always "specials". The rule is, don't use a capilllary and seal unless you have to. They are always high cost upfront, less sensitive, slower responding and have the additional error from the capillaries temp swings.
High temp vacuum can range as much as one bar, or one atmosphere, which is 10,000 times greater pressure than you're looking at (400"/0.04"), so it's likely not to be a candidate.
The pressure transmitter market is big & broad, but I don't think you're going to find a draft range transmitter in the $200 range that does 0-0.1" w.c.
Dan