Its fairly clear that the monster was Yemi (Mr. Eko's brother) and Alex (Ben's Daughter). After Eko was told he must confess his sins to be forgiven, by Yemi i.e. the smoke monster, he basically said he had no sins to confess and didn't ask for forgiveness. But when Ben goes to the monsters layer and he does ask to be forgiven Alex appears and tells Ben what he now needs to do. Knowing that the monster has already been two deceased characters then maybe Christian Shepard is also the smoke monster. Christian has already said he was not Jacob but could speak for him. Seems to me that the monster would have that kind of ability.

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