So I bet you’re questioning how it’s possible that Smoky has a double-jointed arm, sort of like Sugilite, when they should have skin and bones from Steven’s body. Smoky’s the first kind of fusion just like them, so they’re unique!
So just how is it possible for a fusion with a physical body not made entirely of light to have an arm like that? Well, after some thought, it’s obvious:

Smoky’s outer body is Amethyst’s light.

When Smoky unfused, Steven plopped out fully-formed and Ame reformed as light back into her regular state. That’s where we start! See, Steven didn’t come undone to fuse his flesh with Ame’s light…

Smoky’s so round because Steven is actually inside of their big belly.

Happy Vore Day