How can I process Hot Pepper without killing the spice (capsaicin)? I am planning to make sauces using a local, very strong, Pepper called "Rocoto" which has 200 000 Scoville heat units.

The problem is, unlike Habanero or Chili, the pepper itself is kind delicate, so if I try to cook it most of the heat is lost, with vinegar the heat is also lost after only few hours, I tried to roast them and it' produced an invisible  toxic smoke cloud (my neighbor felt it and call the firemen hahaha) 

I am thinking about freezing since in other cases it changes the molecular structure of plants, also I'm think about using alcohol.

What do think?
My personal experience is that, if you cook the rocoto peppers together with other ingredients in a pan, like in this recipe, or better simmer them in a tomato, cider, or vinegar-based sauce, most of the hotness is retained.  Capsaicin vaporizes well above simmering temperatures, so it's mainly high-heat frying or roasting that will drive you out of your kitchen and make the sauce bland.  Any cooking method that keeps them at 100C or below will still be plenty hot.

However, that's just the capsaicin.  Rocoto peppers also have a delicate fruity flavor, almost like peaches or papaya, that is lost if you cook them at all.  This is why the standard Peruvian rocoto sauce involves no cooking at all, but instead pureeing them into a crema.  If you're going to use rocotos, this is my recommendation.