What gauge wire are you using ?
Wire too small can cause smoking not only in the wire but in the amp because the amp is trying to draw more than is available.
There should be a main fuse near the battery, one of the high current type, (flat with proper connections) and some put a fuse near the main component but I think too many fuses can increase resistance in the wire and again cause over heating.
Only time I would use more than one fuse is if you split up the power at some point for more than one component.
Rate the main fuse for the wire you are running and the secondary fuses for the components.
I am not an audiophile just an Amateur Radio Operator for over 25 years so take what I say with a grain of salt.
luck with it.
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