<Second, if the Captain wants to smoke, tell him that that is fine, but you will leave the flight deck for the duration.>
I think this is one of the best courses of action. Tell him that a smoky atmosphere gives you a headache and may induce a sinus attack and you cannot be present during smoking, or shortly afterwards. I sympathise- a very difficult position. I can remember in my early days on a 4 crew VC10- ex wartime Captain with his beloved pipe, old Copilot on a cigar, Flight Engineer chain smoking cigarettes, and me crying with stinging eyes and aching lungs! Bastards! Looking back, I should have stopped it stone dead there and then and let them do their worst! But you don't have to just sit there!