Think about what the good doctor just told you. The air intake for climate control is outside the car, in front, just below the windshield. Now unless you've got a set of zoomies sticking out of the hood, there really isn't any way for exhaust fumes to enter through there. Also note that the vent, A/C, and all non-heater related climate control functions draw air in through that vent as well and they share the same enclosure under the dash with just a flapper door to seperate hot from cold. Therefore, if you're huffing fumes when the heat is on and everything is fine when the heat is off, the problem lies specifically with the heater system.
Ethylene Glycol/Propylene Glycol (aka anti-freeze) fumes will make you just as loopy as exhaust gas if not more so. That stuff is bad juju for people and pets.