You forgot to include the manufacturer's name, however, the grills I know about, that are designed for outdoor use, which yours is, don't have teflon coated parts.
Actually, the question you need to ask manufacturers is NOT about Teflon, but whether any of the item's parts contain PTFEs or PFOAs...those are the terminologies for the toxic plastics used in Teflon. Teflon is a product trade name owned by DuPont and when you ask if Teflon is in or used in a product's manufacture, another company can honestly and legally tell you NO, even though the product may be full of PTFEs or PFOAs.....you will have asked the wrong question.
As long as there is a breeze blowing and it is not dead air when you are grilling, the smoke factor should have been dissipated enough to put your terrace/porch on a particulate level similar to driving in moderate traffic.....the greater the breeze, the less the particulate level, however, grilling during dead/stagnant air, could easily bring the smoke & particulate levels to those mirroring the pollution levels in a Beijing traffic gridlock.
You could always use a fan to blow smoke away from the cage.....to increase air movement while you're grilling.
