Was a bomb or shell ever dropped directly down the funnel of a warship?

In WW2, yes, but more by luck than intention considering (1) the size of a funnel’s hole in relation to the ship’s total deck surface area and (2) the lack of sophisticated guidance systems. Also, because of the angle, shells fired by another ship would more likely just blow the funnel off than actually go down it.

What was Hitler’s favorite battleship?

German battleship Tirpitz

Builder Kriegsmarinewerft Wilhelmshaven
Laid down 2 November 1936
Launched 1 April 1939