No indicators and smoke from hazzard button

What light specifically stayed on? Head lights, turn signal (amber) or brake lights or all lights on the driver side?
Check all the exterior light fuses to see if any are blow.
I looks like there is a short within the hazard switch to cause smoke.
Get back to me with more information and check the fuses. Ty

Your owner's manual will tell which fuse is which. Search through them for any exterior lighting. Pull each fuse and examine for any blown fuses. Disconnect the hazard switch in attempt to open the circuit that shorted. This is to prevent any new fuse going in not to blow if the hazard switch is still shorted. Let me know what you find, TY

Check the fuses first because that is the easiest thing to do.
I want you to specifically look a three fuses in the fuse block on the driver side dashboard. Pull each of these fuse out and look at the metal connected to each terminal on the fuse to see if it is blown (the metal in between the terminals usually has a s or z shape to it). Fuses are normally numbered. Fuse 48 its a 7.5A Fuse 59 also 7.5A and Fuse 33 15a.
Are any of these blown?
Ford integrated the hazard switch into the parking lamps, turn signal lamps and turn signal indicator on the instrument cluster so disconnecting the hazard switch will cause all of these not to work still.
To remove the hazard switch you'll need a flat head screw driver and a rag. Use the rag to place against the dash to pry on with the screw driver (reduces damage to dashboard). The black plastic panel surrounding the radio will need to come out. Once the panel is out enough you can disconnect the hazard switch.
Just from what you've described is looks like your hazard switch is most likley what is causing the lights to stay and then short out. But let me know what you find, TY

Replace the hazard switch assembly. Then check the fuse(s) after replacing the switch and make sure their not blown. Check all the functions like hazard lights, turn signals etc to make sure all is working normally. Let me know.

Your welcome. Talk to you soon.