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possible window issues; window motor or window regulator, start by checking the fuse.
As for the smoke, does your Z4 have the N52 engine? There's recalls for this. I had it taken care of under recall on my 328i (N52). Basically, a small piece of plastic inside the dashboard gets burned and can cause a short, worst case scenario, a fire. It smokes through the vents and the smell is too strong, can't miss it.
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2014 BMW X5 Sdrive35i F15
2011 BMW 328i E92 LCI
2006 BMW Z4 M Roadster E85
2013 BMW S1000RR K46 R.I.P. 
1998 BMW Z3 Roadster 1.9L E36 SOLD |