You can always ask what they'll be testing for. I recommend doing it BEFORE going to the sleep lab, where the technitions generally are uninformed about the tests run on urine samples. (One of the technitions that worked in the lab admitted to me that he didn't know exactly what they were testing for just "stuff that can make you drowsy." I couldn't tell if he was lying, but he told me without the test the entire MSLT/overnight test would be invalid.)
If your doctor doesn't want to answer your question about what's being testing for, just explain to him/her that you are concerned about your results. Certain drugs (smoked or otherwise) can remain in your system for a long time after you used them and the effects are gone, so the concerns are valid.
Also, always be honest with your doc about stuff that you ingest. Alcohol, smoking, etc. This includes prescriptoins that you get that you either don't use or have leftovers of and use later. For example, I was prescribed hydrocodone-acetemetophine for pain post-eye surgery. However, I only took a few pills and stopped, since the post-op wasn't that painful. I kept the leftovers, though, for a rainy day, which is a good thing, because I have a dying root (root canal!) toothache that wakes me up if I try to take anything less powerful at night. Technically, since the prescription was for pain post-op, and now I'm taking it for my dying tooth, it's considered "self medicating." It's important to tell your doc about this stuff because of drug interactions, side effects, etc.
You should tell your doctor that you've had a bad experience with another doctor (dropping you as a patient) before, and while you should definitely tell the doc about your migranes (because they could be related to your narcolepsy), do you have to connect the two? By that I mean, have you tried telling your doctor about the smoking without explaining WHY you do it? I only ask because many patients use recreational drugs, smoke cigarettes, drink too much alcohol, etc. and still receive treatment. If the doc asks, maybe you can elaborate, but the issue might be less what you do and more why you do it... If that makes sense.
For example, I drank two fingers of whiskey every night for two weeks so I could fall asleep -- for me, it was for my insomnia. When I told my neurologist that, she lectured me about how alcohol metabolizes and blah blah BLAH. Had I just said that I had an alcoholic beverage each day, she wouldn't have said anything -- again, it's not about what I was doing, it was why I was doing it.
Sorry you're having these issues. Is there some reason you're concerned about having a positive result turn up in your confidential medical records? I'm guessing that if you get a positive test for smoking that won't be bad if you disclose that you've smoked up front...