Give just a slightly more separation to the gazebo roof. You also might want to use some PS trickery (extending gazebo pillars perhaps) in order to avoid the roof line coinciding with the horizon.
You might also want to consider having the smoke portion (i.e. faux sky) have a sort of a gradient, i.e. getting progressively darker from bottom up, rather than looking cut-and-pasted into the scene.
Otherwise, cool idea.
P.S. Come to think of it, you might want to move the sky/smoke slightly to the left, rather than dead-centered.