Pancreatic ductal adenocarcinoma (PDAC) ranks among the most aggressive malignancies, characterized by exceptionally poor prognosis due to late diagnosis and therapeutic resistance. While tobacco exposure is an established risk factor for PDAC incidence and influences patient survival, the underlying molecular mechanisms mediating these effects remain poorly understood. We aimed to characterize the causal pathways linking tobacco exposure to PDAC patient survival, focusing on DNA methylation and tumor immune infiltration as potential mediators. For this purpose, we developed HDMAX2-surv, an extension of high-dimensional mediation analysis method HDMAX2, adapted to survival outcomes. Through extensive simulations across multiple scenarios, we demonstrated superior performance compared to existing methods in handling complex DNA methylation data. We integrated this approach with causal discovery frameworks and immune deconvolution algorithms to dissect multi-pathway mediation mechanisms. Using The Cancer Genome Atlas (TCGA) cohort of 145 PDAC patients, we identified 37 aggregated methylated regions (AMRs) with significant mediation effects, exhibiting both protective and deleterious impacts on survival. Our causal discovery analysis revealed complex relationships where tobacco effects operate through sequential pathways involving DNA methylation and immune infiltration changes. Serial mediation analysis identified four distinct pathways where tobacco-induced epigenetic modifications mediate survival effects through immune microenvironment alterations, involving the HIST1H4E, NAA11, SPTBN2, and CHL1 loci. Remarkably, these effects were undetectable through gene expression analysis alone, highlighting the unique value of methylation-based approaches. This study provides dual contributions: methodologically, through the first integrated framework for high-dimensional survival mediation analysis with causal discovery; and biologically, by elucidating complex molecular mechanisms through which tobacco exposure influences PDAC outcomes. Our findings reveal the intricate interplay between environmental exposures, epigenetic modifications, and immune responses in cancer prognosis.