Exhaust

Smoke leaves the top of the stack and behaves the way a diesel does:

Light-offDark sooty puff

Light loadThin haze

Above 85% loadHeavier and darker

It is anchored to the stack part in that part's own frame, so it stays on the pipe whatever rotation you place the set at. Particles rise in world space regardless.

Tuning

All under Config.Exhaust:

Setting	Effect
Part	Names the stack. Change it to move the smoke to a different outlet
Offset	Nudges it from the stack's top face
IdleRate / LoadedRate	How much comes out at no load and full load
StartSizeScale / EndSizeScale	Puff size as a fraction of the enclosure height, so they stay in proportion if you rescale the model
Color / SootColor	The diluted and heavy states
Enabled	false turns it off entirely

Nothing to go missing

The sprite is a texture that ships with Roblox, so there is no uploaded asset to go missing.