After doing some reading about Egyptian gods, I believe I have identified the smoke monster. It is an Egyptian deity called Nehebkau, which was a benevolent snake god who Egyptians believed was the guardian of the underworld and one of the original primeval gods. Nehebkau looked like a double headed snake.
Nehebkau's name means "Yoke together" or "Unite" (which of course is reminiscent of the "Lost" motto "Live together"). The god brings together the spirit of a person with it's double. Finally Nehebkau was responsible for judging people in the afterlife.
Nehebkau's name means "Yoke together" or "Unite" (which of course is reminiscent of the "Lost" motto "Live together"). The god brings together the spirit of a person with it's double. Finally Nehebkau was responsible for judging people in the afterlife.