There is an error in the line 223 of DsgeSmoother.m when calling DiffuseKalmanSmoother1_Z function. Some output arguments are not on the proper places.
[alphahat,etahat,ahat,P,aK,PK,d,decomp] = DiffuseKalmanSmoother1_Z(ST, ...
Z,R1,Q,Pinf,Pstar,data1,nobs,np,smpl);
Just swap aK and P. Either in 223rd line of DsgeSmoother or (to make it similar to DiffuseKalmanSmoother3_Z) in the 1st line of DiffuseKalmanSmoother1_Z if it isn’t called somewhere else.