Wasn't the whole idea of the pillar of smoke that it would be a directional marker that would lead them away from Egypt and toward the promised land?
I hate to rain on your theory connecting the Thera volcano and Exodus, but if the Israelites had followed the smoke they would have wound up going NORTH our of Egypt into the Mediterranean Sea.
The valcano idea is tossed in because these guys want "naturalistic" explanations for things they can otherwise not explain. It's never enough for them to say "I don't know" or to take the scripture literally. People want to force supernatural into a natural explanation. When they can't they tend to avoid the subject rather than admit their ignorance. That is pride.
I like the jacketed sulfur pellets from the area of Sodom and Gamorah. I've never seen a natural explanation for them, yet there they are. Volcanos don't produce them nor is there one near by to explain them if volcanoes did produce them. And further, there is no explanation for the specific places they fell to the exclusion of others - that is unless one takes scripture at it's word and God at His.