Marie of Romania did smoke too and this is well-known(sorry if she was already mentioned).
here's a fragment :
" There were sixteen at the table, the King and the Queen sitting on opposite sides in the centre, with the guests on their right and left. I was second from King Ferdinand, and within six feet of Queen Marie who was almost directly across the table from me. Her Majesty talked throughout the meal, which lasted for more than an hour, eating heartily the while.
After we had finished, a silver alcohol lamp, of a beautiful ancient Roman design, was placed before the Queen. She took a cigarette and lighted it from the flame, raising the lamp to the level of her nose as she did so. She smoked vigorously, and it seemed to me that she liked it. Some-times she talked with the cigarette in her mouth. The lamp was next passed to the King, after which it went around the table."
(AT THE QUEEN'S TABLE
Chapter XXXII by Frank G. Carpenter,Doubleday, Page & Company
Garden City, New York, 1925)