To answer all of the above questions, the MTH locomotive I purchased never had a smoke unit. I don't recollect if I purchased it via eBay, or directly from MTH - but as I said, it never had a smoke unit. Also, the locomotive simply worked by assigning it as a TMCC locomotive using the Lionel provided memory module. The couplers work, the bell works, the horn works and the crew talk also works.
I'm not trying to give you a hard time, I want to help, but something is not adding up.
As I said, according to research, MTH produced GP-35 in Premier, not Railking, starting in 2008. From the factory, if it had PS2 or PS3 it would have smoke.
However, this statement: "Also, the locomotive simply worked by assigning it as a TMCC locomotive using the Lionel provided memory module."
That contradicts the fact that it is an MTH locomotive. Especially the memory module part!!!!
I could see someone upgrading to ERR modules for TMCC, but that normally does not include a matching memory module specific to the loco.
How about some pictures of the actual loco, some details with the shell off, or bottom side or something??
This is strongly suggesting it's not an MTH engine or we have some inconsistent details.