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what color is the smoke ?
please let me know
is there coolant loss from the bottle ? white smoke means burning coolant. there is 3 possibilities , the egr cooler, the turbo , engine issue ( head gasket, cylinder head cracked, block cracked)
the p2237 is an oxygen sensor fault that can be caused by the coolant contaminating the sensor so the source of the leak needs to be found to correct it before replacing the sensor.
i would start by bypassing the egr cooler hoses and eliminating that first to make sure that you do not have a defective cooler.