Allan,
Regardless of role, if the explosive used produced minimal smoke on detonation then a smoke box was added to aid observation. British ammunition used red phosphorus up to the 50s or so and was then replaced by a TNT/Aluminium pellet. The phosphorus was found to react with moisture in poorly sealed shells and it forms all manner of evil compounds.
TNT and Lyddite produce black smoke on detonation whereas 80/20 Amatol produces little or no smoke. British practice was/is to place the smoke box immediately behind the exploder - which I've never understood as I would have thought this would attenuate the exploder. The few sectioned German shells I have seen, have the smoke box at the base of the projectile.
Tim