Furnace black smoke

Hi All,
Hoping I can get some furnace help. With searching I had no luck.... When I run my furnace I get stinky dark smoke. Here's the weird part. I pulled it out and bought the proper connectors and hooked it up to my car and a propane tank and it ran fine. My fridge and stove work well. Do I have an issue with my propane regulator on my RV though? I don't understand why the furnace runs dirty in the RV.

Anyone have any ideas? Thank you!!