Good Morning!
The air-intake is located just below the windshield outside of the vehicle. It is possible that something could have either spilled in that opening or some kind of chemical was used on the exterior of the vehicle got in there. Try running the system without circulating outside air, this would limit only the inside air to circulate through the system. It may help to determine whether this problem is internal or external. You also have the option of adding a "little amount" of deodorizer" in the air-intake to absorb whatever the smell is.
I have seen heater boxes in the past repaired with different glues or epoxies which lead to problems like this as well. If you're not the original owner there is a possibility that some kind of repair was made with a substance that has this lingering odor.
Good Luck!
Dan
Automotive Management
36 Plus Years of Direct Automotive Experience