Mackerel powder is the closest, but you can have the same problem with the wood used for smoking. How about baby anchovies (iriko) or the dried fish (niboshi) you find in Japanese stores, they can be even more intense in unami, some dashi recipes use them.
Other substitute can be nori, kombu, and dried shiitake. They are used in vegetarian dashi.
I wouldn’t use anything oily - even formerly oily - in dashi. And I’d go for something dried. Kombu works well. And before I had that on hand, I salt-cured some roe (I forget why - I guess I needed a project) and used that, because I had a lot.