Special equipment: 1 cup apple or hickory wood chips, soaked in water for at least 2 hours
For the chicken thighs: Bring 4 cups water, salt and sugar to a boil in a medium saucepan. Cook until the salt and sugar dissolve, about 2 minutes. Remove the saucepan from the heat and cool completely. Put the chicken in a bowl and add the cooled brine. Cover the bowl and refrigerate for 30 minutes and up to 1 hour. Remove the chicken from the brine, rinse well and pat dry.
Meanwhile, for the sorghum-chile glaze: Combine 1 tablespoon water, the sorghum, chile de arbol and sprinkle with salt and pepper over low heat in a small saucepan. Cook the glaze until syrupy. Set aside 1/3 cup glaze.
For the curry rub: Combine the ancho chile, coriander, cumin, fennel, salt, turmeric, cardamom, cloves, pepper and chile de arbol in a small bowl. Rub each chicken thigh with some of the spice rub and brush with the oil.
Prepare the kettle grill or smoker for indirect grilling, with medium-high heat over the coals. Put the chicken skin-side down over the direct heat and cook until just crsipy, about 5 minutes. Flip the chicken and cook, about 2 minutes. Transfer the chicken to a platter.
Scatter the apple wood chips over the coals. Return the chicken to the grill over the indirect heat. Cover the grill. Cook the chicken between 250 and 275 degrees F, until a thermometer inserted in the chicken registers 160 degrees F, 45 to 50 minutes. At about 30 minutes, brush the chicken with some of the sorghum-chile glaze. Just before removing the chicken from the grill, brush with more of the sorghum-chile glaze again.
Transfer the chicken to a platter and drizzle some of the reserved sorghum-chile glaze on top.