I have had this problem since I bought the car around 35k. I now have 55k. Every time I get down on the gas around 4500 RPM on up I get a really bad exhaust smell inside the cabin. Especially when I floor it. The smell is VERY STRONG . It's kinda like a bad catalytic converter smell or burnt oil however I have never noticed any smoke coming out the exhaust. The miles are low for the cat to be clogged. This happens regardless if the windows are up or down. The only way to get the bad exhaust smell out is to roll down the windows and cruise around 2 - 3k RPM and go easy on the pedal. What's really strange is if this is the exhaust it must somehow come out my vents so I wonder if it comes from my engine bay?

Any insight on this is much appreciated. I am not hard on the engine at all. I change the oil on time. Thanks.

since, you bought it 2nd hand, there might be an issue with the cats or an exhaust leak.

Possible for sure. I don't have any thrown codes , I know they are heavily monitored by the computer but it's not 100%. Anyone know where the vent intake is?

^the vent exhaust should be in the trunk.
not sure if there is a vent intake.

Exhaust leak will have the telltale sign of black soot deposited right where the leak is.

^not always!
i had a leak in a flex pipe section. i only knew about it because it sounded horrible and i could feel/hear it leaking at that certain spot.

plus, if the leak is happening towards the heads, you possibly couldnt see the black soot.

If you have access, get it up on a lift running with someone in it to manage rpms. Have someone below who can listen and try to spot the leak (often you should be able to hear where it is originating from. Sometimes you will be able to even see the pressure being released from the exhaust system.

Interesting. Mine does the same thing. Windows all up, do some hard pulls and you can then smell the exhaust inside the car. Never on any cars have I had this before. It's not a burning smell, but the pure smell of Internal Combustion Engine exhaust. I haven't asked the dealer about it yet. let us know what you find!