I'm guessing here that a typical personal alarm may have battery issues, they are designed to sound loud but for a short period of time. I'm not sure it would be easy to find one that emit a loud beep at regular interval. Hey! JSR may already have a link prepared!
Maybe a simple wrist watch from the dollar store could do. And the ammo could be the ultimate spudder table clock between firing
But smoke is interesting. There's some stuff that do smoke for the people in the railroad hobby... to simulate engine smoke. I don't know much about it but I could check, there's a hobby store in town.
[Edit] Beautiful place! hem... better design a shell that float!
[edit2] Wow... "smoke bomb" in Google sure gives a lot of food for thoughts
