i guess i will take a shot at #4.
i am assuming (ho, ho), that you don't want real smoke.
not sure what scale smoke you need :-)
you could try pulling some fibers from a cotton ball or Q-Tip.
maybe use hairspray or something like that to stiffen them up if they don't form up the way you want them.
should be pretty easy to dirty it up if the white is too light colored.
probably look best from a reasonable distance, but it would be simple to experiment with.
(i'll have to look for the piece you mention in #3. i am not sure what you mean)
ed.