Ok, I play with these a lot so let me jump in.
The biggest issues I've ever had was from messing up my exhaust pipes and running it at low loads. If it's making visible smoke then you're not getting complete combustion and either it's not getting fuel correctly, or it's too cold. You'll want to get it up to full power right out the gate, it defaults to H3 on startup, so kick it up to H6 as soon as it starts lighting off. Once the heater gets to a clean burn the smoke should be invisible.
In the muffler is a small hole in the side, make sure that's the lowest point in the exhaust so condensate can drain. If that pipe can't drain it'll fill with water and choke out the system.
The other issue I've had was running at low loads for extended periods of time. I find that kicking it up to H6 (max) for 20 minutes or so every day really makes it run better and helps keep the burn chamber clean.
The clamps that come with the kit are adequate at best, replace those and it'll help the airflow.
The gaskets tend to stick, I ended up using red RTV on my cleanings before I could source replacement kits. Fortunately the gasket/screen kits are cheap and relatively easy to get on Amazon nowadays.
The atomizer screen and housing need to be cleaned as part of the service. There is a small hole in the screen housing that needs to be cleaned well and the screen needs to be seated all the way into its hole.
Skip the EGR for now until you get the system running and cleaned, then make sure the EGR allows good downward airflow to prevent condensate.
You can see
my cleaning guide I wrote up a few years ago, feel free to keep a few copies. Feel free to ask me any more questions. I
love these things. ? Keep in mind those directions were written before I had rebuild kits so disregard the excess RTV.
Another thing I did when I installed the 2nd one in my cabin was to get a 3rd unit, a small tool box, and built a tool kit with the tools for opening it up. If one clogs up it's a real quick exchange to a cleaned one and you can get the heat back on while the clogged one gets cleaned and put back in the toolbox. Buying the heaters directly from Vevor.com saves a good chunk of money.