Simply burning sulfur works. Problem with all of these "primitive" chemical agents/gasses is that to be more than an irritant they need high concentrations which are difficult to achieve in the open air. Making any chemical agents that would be effective requires at least early 19th century chemistry. Furthermore even for "effective" agents you need both a substantial amount of agent, and an effective way of delivering a high concentration. The first real use of chemical agents, chlorine by the Germans, was with lots of it released from hundreds of compressed gas cylinders when the wind was right.
What this means is that chemical agents in antiquity are really ASB. Making an effective agent not going to happen, and even if it could be made in small batches making enough to actually be useful and a delivery system, not happening