I had the exact same thing happen to me and I also bought it in Southern Calif. When we test drove the car we of course put the top down so we didn't notice the smell. But after we drove it home to Arizona we noticed the smell after an overnight in the garage with the top and the windows up . The only thing that works, and I tried all of the other stuff that only masks the smell, but does not get rid of it, is an ozone machine. I purchased one from Amazon - Enerzen Commercial Ozone Generator 6,000mg Industrial O3 Air Purifier Deodorizer Sterilizer (6,000mg - Black) - for $70. It took about 15 hours of use to finally get rid of it. Running it 3 hours at a time, but it is still smoke odor free. Also take a look at this guys Youtube video as that is what got me to go the ozone machine route.
Good Luck and enjoy your ride, I know I do!