Steel has been suggested.
While adamantine would be more insane and dwarven, there's the problem that it is in vanilla-mode incredibly rare.
Maybe use some of the adamantine to protect the engine, or some other vital device. Or maybe make the Clerk's room out of adamantine. The blackbox has to be protected.
I believe I have the answer, which I also posted earlier:
Harvest the entire world supply of Adamantine first by sending teams of 7 miners to do it in half a year, then bring it all to the build site in adventurer mode! The same can be done for other minerals and gems, just set [MAX_POP] to 1 and mine until you run out of booze! Anything you don't use can be stored in the ship's on-board quantum stockpiles; anything else that you don't want to keep can just be annihilated into nothingness!!!
Doing this, you'll get HUGE immigrant waves and reclamation armies, and you may want to get your infrastructure ready for 200 dwarves before you move in all the adamantine. Just make sure you got a legendary adventurer with a personal guard of heroes before you start moving the adamantine; you don't want to lose even 1Γ of it!
If for some reason we CANT coat the shell in Adamantine, I think the engine would best serve being made out of the stuff. The hull we can always just leave steel coated...Or,...
Why dont we Have steel plate for the main hull, coated with Obsidian? THAT should be able to stand up the the heat of space well
Ok, I understand your concern, but just remember that in a medium-sized world, there is over a hundred mineable lodes; (probably, it's not like anyone's ever counted) multiply that by about a hundred ores per lode, and you've got ten thousand wafers to work with, or a thousand blocks. (A wall made with a wafer/bar would be like a thin plate, while a block would be more like a solid bulkhead.)