how can i deal with this?
If there is carbon monoxide buildup then a result may be headaches and a more severe result is risk of death. Get a carbon monoxide detector. Also, gas heat is a dry heat and can cause your sinus to dry. This often results in a headache. The solution is a humidifier.
Sounds like you have a good teacher, roll with it. My teachers did the same if you smell smoke get up and leave but dont cry about it like a little ***** on a forum trying to lose someone their job!!!