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I want to convey the pause between the "then" and the rest of the sentence. But I'm not sure a comma is the correct punctuation to use.

Then, when the smoke had cleared Jane

Or is an ellipsis better? I tend to reserve it for when someone trails off or is interupted in the middle of speech.

Then... when the smoke had cleared Jane

Are either of these correct or is there a better way to express this pause?

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    Not posted as a full answer because I don't have access to resources to validate it, but the comma is correct; the ellipses should be reserved for a dramatic puase, or more commonly for the trailing off of thought. – CLockeWork Feb 5 '15 at 9:10
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Your first comma isn't the problem. It's that you have an interrupter and didn't put the second comma in.

Then, when the smoke had cleared, Jane rushed over to her.

An interrupter is a few words or a whole clause which interrupts the flow of the original framing sentence, and can be safely removed from the original sentence without making it grammatically uncorrect.

An interrupter must have bracketing punctuation. You can use commas, M-dashes, or parentheses, or in rare instances ellipses if you're careful.

If you take out the interrupter clause here, it just reads:

Then Jane rushed over to her.

Other examples:

Jane flung open the door, and — once the smoke had cleared and she wasn't in danger of choking — rushed over to her.

Jane felt (now that it had been a few years) like she could go back to the city.

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