Pastel Chalks for smokey effect
Pastels, that is chalk pastels, are easy and beautiful media for blending or creating translucent effects like smoke, as you know.   However, they are fragile and will blow away or fall off if not sealed.  Even then they will be sensitive to the environment, especially fingers.

That said, I'd bet you would be successful with a semi-permanent spray fixative.  You'll be able to go over it, if you must, but your smoke effect will gain longevity.

Because you may be working over graphite, the surface may have that greasy action, but be persistent.  Consider using pastel pencils.