Well, smoke is just that... smoke from a fire. Although yeah, if we get into details, it could contain lots of different chemicals depending on what is burning, but in this case it seems to be just plain old smoke from a bunch of wood branches or something
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The Gas Gas fruit can be many things - invisible and odorless carbon monoxide (choking like smoke), sarin gas (poison), propane/butane/LPG (burning), oxyacetylene (explosions), nitrous oxide (disorientation) and others. It's actually quite an interesting fruit with many capabilities - in many ways, Caesar Clown is the perfect walking WMD...
Since he's a Logia, he can produce an unlimited amount of gas for any purpose. I bet he makes his "medicines" using his DF, as well...