Sinclair and Jonathan,
Thanks for the informative and knowledgeable replies.
Sinclair: I did as you suggested and digested more ESU documentation, and I have calmed myself down a bit about "4-wire" fan-driven smoke-unit compatibility issues with the L.
Jonathan: Your statement ".. I have also run an HO smoke unit on a Loksound L. It's only four wires then program in the software." is flat-out the "proof in the pudding"!
In regards to my first question regarding the PWM-compatible "relay," I came across some Omron Solid State Relays G3MC-202PL-DC5 (w/o zero crossing) and G3MC-202P-DC5 (w zero crossing), and MOS Trigger Switch Driver Module FET PWM Regulator High Power Electronic Switch Control Board (cheap, $2.94). The latter claims a PWM bandwidth of 0 to 20kHz. I have purchased all of these for testing, but I would, of course, welcome anyone's comments on the suitability of the devices for PWM of the smoke heater. The zero-crossing capability of an "AC Relay" is discussed at this site, where the relay is controlled by the "ESU Version 4" to modulate AC power to the smoke heater. I suppose the zero crossing capability is useful for preventing output surge currents on the heater, but it would not work if the power to the smoke heater was DC, as it might be for dead-rail applications.
Again, thanks to Sinclair and Jonathan.