Burning smell from engine

Could be cam cover gaskets, leaking tiny amounts of oil onto the hot exhaust. You'll see signs of burnt oil on the exhausts, if you can get under there to see. Usually not much of a problem until there's too much leakage, and it's a couple of hours labor to fix.

If it smells like toasted marshmallows (sweet) that is coolant(check your coolant level immediately.) If it smells very nasty - probably CV joint grease escaping from a split boot and splattering on the exhaust. Of course, there are half a dozen other things(including a plastic bag or other road debris on the exhaust). But those and the oil mentioned earlier are the most likely.

Carl

Check for torn CV joint boots. CV grease may be getting flung onto the exhaust.

Is the smell from the engine compartment or does it come from the heater ducts? Sometimes noxious stuff gets sucked into the intake of the heater and then smells up the car.

BTW, as I kid, I know someone who got even with a nasty friend by pouring a little milk into the heater intakes below the windshield of his car. There was a nice smell for many moons under those conditions.

Al

You'd be amazed at how far fluids can get flung. There could still be some on the exhaust somewhere or possibly one of your new ones wasn't secured well enough and it's leaking. All you can do is keep cleaning and keep looking.