For those of you that are frustrated, you're not alone. This is a wide spread "phenomenon" that many people experience. And I don't use the word "phenomenon" to reflect, it is just something you are imagining. The smelling of smoke has been called, phantosmia or phantom smell. oddly it is also called, olfactory hallucination. These terms certainly define them as just basic hallucinations. BUT, I believe it is a symptom of something that is not right in your body. (Some believe it is from loved ones that have passed away ??)
My girl friend has been mentioning smelling smoke for about 3 weeks or so. She has always been sensitive with smells, but this time she cannot find the source. I thought nothing of it. But when she got a message from her doctor, to discuss her blood tests, in particular, her thyroid gland, that was enough for me to start my "research". I have a science back ground, and a passion for finding answers and doing research. I am NOT a Dr., but of the little research I have done so far, just on the general topic "phantom smoke" I find answers that state, well, it could be a tumor, part of migraines, seizures, schizophrenia, depression, disfunction of the olfactory receptors, sinusitis, epilepsy, Parkinson's, Alzheimer's disease, brain injuries, bacteria infections and now that I just learned, Thyroid problems.
Another way of saying: we really don't know. I will mention my mom has been very sensitive to smells for as long as I can remember (years ago, I sometimes thought she was just imaginning it) She also has a thyroid imbalance, taking medication for it.
I recommend that you take careful notes or logs, of as much as you can in regard to life style, foods, sleep patterns, etc... Take the advice of your dr. with a "grain of salt' The drs. out there have different thoughts and reasons on the subject, which should give you motivation to "question".
Even though I do not experience what you are going through, I still have a lot of empathy for all of you. I wish I had concrete answers.
MD's doing research: Dr. Donald Leopold (University of Nebraska) and Dr. Jordan S. Josephene, MD (Lenox Hill Hospital, NY)
Take care, Steve