Is that the burning smell has also been present during times when our house was all closed up and the AC running. 

Now, here is another aspect  - I have always had a remarkable sense of smell, so I know smelling this wood smoke is real (one time at a death scene I smelled two distinctive putrid odors when no one else did and back then, other people thought I was full of shit until I found both odors - one from the body and one from a rotting pan of spoiling uncooked Au gratin potatoes left on the counter in preparation for baking.  To me, the odors were so distinct that I looked for a dead pet before finding the potatoes.  In a way, it was kind of comical because when I told others I smelled two distinct odors and maybe there was a second dead thing, most just shook their head and then went outside while I kept searching.  Their disbelief was lifted when I made a few of them come back inside and smell the potatoes.).