CO is likely the only thing you will encounter with no smell and producing a headache. It is also likely not coming through the vent, but through a floorboard, trunk, etc rust-out or missing drain plug. The vent system in flow through simply helps evacuate the fumes before your symptoms appear. I don't know how likely an exhaust leak into the coolant might be, and if so how it could leak out inside without a significant coolant spray, but if all other sources are eliminated... Check all places where entry could occur with a smoke tester.

Steve

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'91 MB 190E 2.3
'08 RAV4 Ltd 3.5
'83 Lazy Daze m'home 5.7