You did not say if your camper is brand new or not. And you did not say if you have ever run the furnace before now.
If this is the very first time the furnace is run ... yes!!!! You will have same awful smells. It happens to every camper the first time the furnace is lit up. What is happening is the heat is burning off the oils in the furnace, the oils on the heat ducts. Yes, it smells awful. It may even burn your eyes and make it impossible to breathe.
You need to let the furnace run for a good half hour, non-stop (on high), maybe even longer. Open all your windows so it can air out. After it burns the first time, shut the furnace down. Keep those windows open to air it out. Once aired out, you can fire up the furnace again and the smells and burning, irritation in the eyes will no longer be there.
And ... don't be surprised if your smoke alarm and AND your CO2 detector fires off also. (Our did on our first 2 travel trailers.) Our third camper (our current one), the dealer ran the furnace and burned off the oils before we took delivery. I asked them specifically to do this. Third time, I learned!
Now ... if you have previously run your furnace, then I have no clue what the problem may be.
