From my experience in my two year survival game and subsequent testing, it appears as though the blue clay roofing blocks: corner (outer), corner (inner), slanted, ridge, and tip, do not count as a roof for a enclosed room.
I have created a room perfectly topped with the clay roofing blocks, only to freeze to death at night and incur the 125% hunger penalty. However, replacing those blocks with any other block, even a blue shingle block, makes the room warm and drops the hunger down to 100%.
My first clue should have been when, during a snow storm, occasional snow flakes pass through the clay roofing blocks to fall into the room below.
So, is this supposed to be this way? This seems like a bug. I like going for the esthetic and it certainly spoil it if had to replace or reinforce the roofing blocks.
Thanks!