Hello Sir, I drive a Nissan Rogue SV 2011. Its very cold outside here in Buffalo like 7°F. When I turned on heater and on a road driving 40mph i got a olive oil or similar oil smell. I often smell gas when i start car from the exhaust but this was first time smelling inside the car. I turned off the heater and the smell was gone so i figured its the AC filter maybe but some suggested to check the dipstick for oil level which was fine too. I was wondering if its a oil leakage or something related to the gas smell from the exhaust.
Check your engine for an oil leak.
Have the heater recirculate the air inside the car instead of drawing in air from outside. If it reduces the olive oil smell then you know it's not coming from inside the car.
The outside air is drawn in from the black plastic vents under the windshield wipers when you open the hood.