Re: oil furnace smell...YUK!!
Another problem that ****ie didn't mention. If this is an old house that was built for wood or coal heat, when new heating system were introduced they were often vented into very large chimneys with no consideration to being able to supply enough flue temperature to get proper draft. As newer more efficient units are installed the problem gets worse and on windy days the flue is often back drafting. A complete inspection may be called for by a qualified heating contractor not a tech whose just cleans a few things. An yes you should have a CO monitor.
Be sure you live your life, because you are a long time dead.-Scottish Proverb