I also had the exhaust smell through the air vents on everything except max a/c (vents close).
Believe it or not, I brought the vehicle in 7 documented times (I created a spreadsheet with all warranty work) for this. One time (and this is on my OASIS), the dealer wrote during the test drive they noticed the odor but could not find the leak. They contacted the Hotline engineer and he said it was "NORMAL" over the phone. Yes, todays technology has exceeded my expectations when the dealership was able to send the odor (air sample) through the telephone lines somehow. Maybe the transporters in star trek weren't fake after all. Well two weeks prior to an inspection by Ford's engineers for a lemon law case, I brought my truck into the dealer for loss of power, an oil leak, and the fumes. Well, the mechanic followed TSB 5-13-9 and conducted the smoke test (this was the first time a smoke test was conducted throughtout two years of complaining about the smell). MY RIGHT SIDE EXHAUST MANIFOLD was LEAKING. They replaced the manifold and put on the gasket (new item that truck did not come with) and the smell is nearly gone completely (possible residue odor now). 2 years of eye burning and headaches ended!!!!!! I even brought a copy of the TSB in with me one time at about 6 months of owning the truck and the service writer got mad at me for trying to do his/the mechanics job.
When I brought my truck in for the last repair (when it got fixed), a new service writer to the dealer helped me. He was the most awesome service writer I have ever met. He actually listened to my concerns and kept me updated throughout the day of what was going on with my truck. My hat is off to you "Hector". I am looking forward to working with him when I finally get my new truck (still working out minor details with Ford about my buyback).
Anyways, I highly recommend you go to dieselmann's website and print up the TSB and bring it in with you. DEMAND the smoke test be conducted as directed per the TSB. You don't need to be put through the misery that my family and I were put through of smelling the fumes for that long. BTW, My engine had a pretty thick layer of residue covering it completely (looking back, it was also another pretty good sign that there was an exhaust leak).
I hope this helps......