I agree with Claymore about offering the tenant an early surrender.
The stench of cigarettes can be hard to shift - it depends on how long the previous occupant smoked for and how heavily. A house we bought once still had overflowing ashtrays everywhere from the guy we bought it from, and it stank; it took 2-3 weeks with the windows open, new carpets, new soft furnishings and redecoration before the smell went. Also, I was asked to decorate an empty property recently to get it ready for renting out, in which the owner had (literally) smoked himself to death. Some of the ceilings took sugar soap, Zinsser 123 sealant, four coats of brilliant white paint - and still looked off white. The carpets were only two years old and hardly used (the guy wasn't very mobile), but had to be chucked (professional cleaning couldn't get the smell out).
You should have claimed the cost of deep cleaning and refurbishing from the previous tenant's deposit (didn't you notice that it stank of smoke when they checked out?), but I expect it's too late now. Deterioration and dirt left by tobacco smoking is not 'fair wear and tear'.
Your agents sound a bit useless. They should have been onto these things.
How is education supposed to make me feel smarter? Besides, every time I learn something new, it pushes some old stuff out of my brain. Remember when I took that home winemaking course, and I forgot how to drive? Homer Simpson