I saw this movie years ago about a man and a woman who die and are separated in the afterlife. The guy is offered a deal to prove that it is true love. He has 3 lifetimes to find her. If he doesn’t do it by then he’ll lose her forever.
There is one scene where he finds the devil character by looking for the smoke from his cigarette.
Maybe – Made in Heaven (1987) – https://www.imdb.com/title/tt0093467/
That’s the one! Thank you!
Solved!