Is it still flagging up fault codes?
A DMF would not cause smoke - I'd put money on it being the injectors. When one goes, the rest are invariably not far behind. It's a lottery fitting second hand ones. A dodgey DMF does not make the engine sound like an old tractor - that will be injectors. A knackered DMF sounds like a rattling bag of spanners.
If I was you I'd get the injectors tested by a proper Delphi specialist - NOT a Ford dealer, and not a non-Delphi specialist, as they cannot test them properly, despite what they may tell you.
A 'local garage' cannot recondition them, and many people claim to offer recon services, but can't do it properly.
At very least do a leak off test and see what the results are. It may not be conclusive, but it could well show an issue.
Also TDCI injectors are notoriously tricky to recode properly, even with the correct Delphi gear - so either the injectors may be duff, or not recoded properly, so they're still running with the previous 'incorrect' settings.
Whatever the outcome there will be no cheap fix - so you may want to consider whether it's worth cutting your losses. You can recoup some costs be breaking the car, as Zetec S bumpers go for good money, as do the wheels.