Cloud of Smoke - How to make soldiers "appear/disappear" in a cloud of smoke?

[LordStark]

I want to make a feature where soldiers can appear or disappear in a cloud of smoke.

It seems like making them appear is going to be the hardest thing to do so for now I want wondering, is there a way for a unit to create a large cloud of smoke when it and to disappear?

The plan is to have a small group of horsemen be released from a castle sally port to attack a nearby Army but for them to disappear in a cloud of smoke after a certain amount of time. Alternatively, if it is not possible to make them disappear after a certain amount of time, I would like to be able to "upgrade" them into a cloud of smoke...