It never came fitted with "a smoke generator thingy", it'll been an after market fitment.
Wrong again.... It was a Hornby model of the loco, 2857 in black livery, released in the early/mid '90s (no idea of the 'R' number and nor do I care), and came with a heated element inside the funnel....
They even marketed it as such.... You had to add the 'special smoke oil' from Hornby in the funnel with a dropper for it to burn (which it did with a rather curious, but nice smell).... Except that it had a tendency to overheat and spit the stuff out, causing a mess, and it eventually started to leak (It also had an orange light in the firebox, which was less problematic as you can imagine).
Black was NOT the best colour for a loco to be advertising it!
It was nice whilst it lasted I guess....