I just wouldn't cook anything at 140*. Once it's cooked, holding it at 140* is fine.
I'd come home at 4:00, take it out of the fridge after resting in its rub/marinade and smoke it at 250*. A 4 lb leg of lamb should take roughly 2 hrs. What with smoker preheat, and meat resting, you should be eating at 7:00 pm.
You're going to love that leg of lamb.