In coal, say, endless money — and smoke (4)
I believe the answer is:
fume
'smoke' is the definition.
('fume' can be a synonym of 'smoke')
'in coal say endless money' is the wordplay.
'in' means one lot of letters goes inside another.
'coal say' becomes 'fuel' (coal is a kind of fuel).
'endless' means to remove the last letter.
'money' becomes 'm' (abbreviation in economics).
'fuel' with its last letter removed is 'fue'.
'fue' going around 'm' is 'FUME'.
'and' is the link.
(Other definitions for fume that I've seen before include "Smoke and be angry" , "Smoulder with rage" , "Express great anger" , "Feel great anger" , "Be mad or angry" .)