What is a "chiminea"? Do you mean a heat source that would require a "chimney" or vent? I'm sure there would be some architectural approvals needed and certainly approval from your insurance company. The exception I can think of is if you had a free-standing fire pit in a bird cage that utilized a solid incendiary similar to a camp stove.
If you wanted to install a more permanent fireplace in your lanai that would require a roof vent I'm sure you would also have to receive approval from the architectural committee and your insurance adviser.
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