Some people have found that the headliner smells like crayons. It comes from the glue. Perhaps that is what you smell?
Have you checked your OBD II for codes? If there is an exhaust leak you may have a code that would confirm the problem.
I found a leak from a catalytic converter from under the car. I placed the car on wood blocks, got under the car with the engine idling in park. Then by using a short length of emission hose as a probe and listening through the hose I found a crack on the back side of a converter. It was not visible from below as it was on the upper side of the converter. It worked for me; otherwise go to an exhaust/muffler shop and let them inspect the system. More than likely they will find something wrong and you will pay the price. (inspections are free, Yah, right) I removed the exhaust pipe with converter welded the crack myself and it has been good now for six months.