Oh man that lady is a (well you know what) I was 19 when i had my daughter. This was surely one rude lady. Who cares if you are married or not, as long as the child is being loved by two parents. Now if it was me (smart butt and all) I would have told her, your are right I'm not married but my daughter was concieved out of love and she has two loving parents unlike many children today, and with her saying i should (which she did) call the cops. Again (smart butt me, which I have done) I would tell her hold on while I dial and I'll report MYSELF and then you for harassment.
As for smoking I'm a smoker we all know how bad it is but it's an ADDICTION people seem to forget (mostly the ones who have quit)
Just love your daughter and enjoy her.