Line a 19 x 9cm loaf tin with plastic wrap. Empty cream cheese into a bowl and beat until smooth. Fold in lemon rind and juice, capers, chives and half of the whipped cream. Season with salt and pepper and set aside.
Mash avocado until smooth. Fold in remaining cream, lime juice and tabasco sauce. Season with salt and set aside.
Lay slices of smoked salmon over base to completely cover. Fill with half of the cream cheese mixture. Cover with a layer of smoked salmon and then half of the avocado mixture. Repeat layers, finishing with smoked salmon and press down firmly. Cover and refrigerate overnight.
Turn terrine out onto a serving platter and remove plastic. Cut into slices and serve with thin slices of toasted bread.