Flying in smoke  

You would pass out  way before your engine starves of oxygen to run, plus you'd be flying in like 0/0.

If you don't have any filtration system do compressor washes a lot more frequently, you will see evidence on your rotorblades from the ash your flying through in the form of white residue on the leading edges as well as on the surfaces on your airframe.

Having said all that, it's probably no different than smog pollution if your not right flying right downwind of the smoke column.