“If you see smoke dont know what it is (and cant investiagte for whatever reason) what do you do?
It is the same here. as you correctly pointed out.
I think your theoretical situation may need more details. I don’t think that you should call the firemen every time you smell smoke. For example, if there is a strong likelihood that your neighbors are making a barbecue and it is highly unlikely that it’s a real fire, but you are the nervous type who calls the firemen every time you smell smoke and it always turns out to be nothing, then no, you should not call the fire station on Shabbos.
All these cases depend on how big of a safeik we are talking about. As I already pointed out (although it wasn’t up yet when you last posted), there are different levels of safeik and one would have to determine how big a safeik we are talking about.
But in any case, even if you were right and you call the fire station every time you smell smoke, it is important to remember that there is a big difference between that case and our case. In the case of fire on Shabbos, there is no time to ask a sheilah. That is why you don’t ask.
But when there is time to ask, you do ask. Someone in my family once had a medical situation on Shabbos that my mother thought might necessitate taking a taxi to Terem. So my mother sent me to ask a Rav. The Rav sent me to a local Frum doctor, but told me that if he’s not home, we should take the taxi to Terem. I went to the doctor who told me we don’t need to go to Terem on Shabbos.
The point is that if there is time to ask and get a clear answer, you ask. In this case, there is time. The OP can take the same time he is taking to post and read the answers in order to ask a Poseik.