OK, then how about this one which is easier to see (in the original anyway)
First the actual smoke coming out of a chimney...
and then the context photo so that you can find it in the above link. I considered whether it was a dune crest and I do not think it is as you can see the dune crests are a different colour.
yes it may be an illusion from a particular perspective. I am trying to find the individual photos. the rock is at the extreme left hand end of the panorama. tomorrow i will point it out.
It's pretty hard to find a single rock in a 10992 x 2827 pixel 360 degree panorama.
"Smoke" looks like the shadow of similar dunes nearby.
Find the original PanCam images used in the mosaic. See if there's a left/right pair. Make a stereo image. If it's smoke, it'll be obvious that it's hovering above the rock. If it's a shadow of a dune on the ground in the distance, then that too will be obvious.
With a stereo pair distance information can be determined. With two images separated in time motion information can be determined. If you don't have either of those, you just have to guess.