Finally another high-rise-building thread.
I also experimented with it long time ago.
You can actually use multi-hex buildings, but only those that have empty space in the middle. That's where you put the hill (using * key) and put the impassable/rough on its cap.
Smokes, lower buildings, lower terrain elevations, and trees, all can be overcome when climbing such high rise buildings. I have tested it in two PBEM with these buildings.
Hopefully the developers will get this feature in the next release.
Two maps attached (slots 875 and 876):