Smoke trails not on sv_pure 1/2 but the explosion yes (I think).
Follow this tutorial except replace ExplosionCore_sapperdestroyed with..... I don't know.

I looked for half an hour for the name of the cowmangler particle effect but couldnt find it on this page which means either its called something weird, or you need to extract the weapon scripts used in the ordinary explosion smoke script linked above from tf/tf2_misc_dir.vpk using gfcscrape. Then you use vice to decompile the .ctx files you'll find there into the .txt files of the scripts. Inside there the variable "ExplosionEffect" will have your missing value. Use this thread for help.

I looked for over 2 hours yesterday, even tried converting tf_weapon_particle_cannon.ctx (from tf2_vice) to .txt (using valve's ctx converter) to see what explosion effect it says in there but it was the same as the default launcher, i also looked through tf's vtf files and in there found drg_cow_mangler.pcf, it was full of nulls and random characters but between them there was stuff like "drg cow explosion", when i tried using this i got the default explosion effect, on the valve particles list site cow mangler isnt there probably because cow mangler was either added after the site was made (2010 iirc) or the explosion effect was updated after that, also everything i mentioned i tried by updating tf_weapon_rocketlauncher through both a folder and a .vtf directory from the no smoke explosions thread.

(@wrub1x)

Also some of these file names i mentioned might not be 100% correct because i'm writing this all from memory.

Damn that sucks man, could be that the cow mangler rocket is a unique projectile or something. Either way I don't really have much to offer beyond this point, you'd have to ask someone who knows what they're doing from here. Good luck tho and lmk if you manage to figure it out.

I was trying this some time ago and I think the projectile doesn't even use the explosion property from the file. When I changed it's projectile to a stock rocket, it worked as with other explosions, but that gets blocked by sv_pure.

To edit particles you need to use TF2's particle editor (https://youtu.be/G_9hTV7XFCg). But sv_pure again.