The most common and most likely answer to this crossword clue is the 3 letter word LUM
I've seen this crossword clue in The Times
L
U
M
Buddy explains!

The straight part
We know that "Scottish smoker" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case scottish smoker = lum.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does LUM mean?
LUM noun- A chimney.
- A ventilating chimney over the shaft of a mine.
- A woody valley.
- A deep pool.