It is very scary indeed ! I have no idea how long it took me to notice it and leave the kitchen because it seemed that both time, and my heart, almost stood still. I have no idea also why I acted silly and shut the kitchen door as if it would be a protection when it obviously appeared through a closed, but glass, door! However, there were no residue or scorch marks left anywhere. I didn't notice any trace of an odor either when I returned to the kitchen next day.
I wanted to go in the room with my dog since they have a better instinctive reaction but I froze when it seemed to move as I did in front of me and came closer! When I froze it moved on its own toward the lamp and window. It did not scorched the shade, it was just a smoke film. I think if it went back out what ever way it came in, there would have been no smoke anywhere just as in your case. It baffles me to this day. I was really excited to see some others have seen the same kind of things indoors. I never heard of it indoors until UM.
Just like you and the kitchen door, you do really silly things when you have NO clue about what you're dealing with. When it seemed to move in reaction to my moves I actually thought for a few seconds it was intelligent in some way and asked, " what are you and why are you here? Please go away." LOL After the fact, I laughed at myself as much as I laughed about my cowardly dog. I had to pull him from under the bed as he was shaking and whining. He didn't want to go back into the living room at all. He calmed down when he saw it was gone, but I really had to fight to get him out of the bedroom! I laugh now but it wasn't funny when it was happening.