Exhaust gas thermal regenerator

Make things that generate Exhaust Gas (so Boilers, Diesel Generators, Incinerators, Blast Furnaces and the like) generate Hot Exhaust Gas instead, which can be piped into a Thermal Recovery Boiler building to generate Low-Pressure Steam from Water. Only then it turns into (cold) Exhaust Gas.
Smokestacks and Exhaust Scrubbers process Hot Exhaust Gas and (cold) Exhaust Gas similarly, so a Thermal Recovery Boiler can be inserted between them with little change.

Alternatively, the Thermal Recovery Boiler generates Cold Exhaust Gas to keep the previous Exhaust Gas product in place, the latter can be used for LP Steam generation while the former can only be sent to a Smoke Stack or Exhaust Scrubber