A heat exchange system includes a tubular fan air inlet portion and a tubular cooled air outlet portion connected to a first end of a tubular mid portion. The heat exchange system further includes a tubular hot air inlet portion and a tubular recycled fan air outlet portion connected a second end of the mid portion. Still further, the heat exchange system includes an integrally-formed, compliant heat exchanger tube extending between the hot air inlet portion and the cooled air outlet portion within the mid portion to define a heat exchanger first flow passage within the heat exchanger tube and a second flow passage outside of the heat exchanger tube but within the tubular mid portion. Methods for fabricating such heat exchange systems are also provided.