I just bought a brand new 2021 explorer ST 14- days ago. I smelled the odor during our test drive & the salesman said it was just things burning off of the new engine. Well, 10-days after purchase my car started alerting me that the engine coolant was over temperature and to pull over. Pulled over and got out of the car to find coolant pouring out of the engine onto the ground. Just got a call from the Ford dealership and it’s a cracked radiator. Worst part they have no radiators currently in stock due to the parts shortage caused by covid & have no idea when they might get the replacement radiator in! Now I’m out my new car being forced to use a tiny loaner Ford Edge that doesn’t have a 3rd row for our large family and I’ll be making my first car payment on something I haven’t even been able to enjoy using! I’m sooooo frustrated! I too would smell the strange sent (almost like a gas smell or burning electrical) and it would come and go at random times during the 10-days I was able to drive it. Sorry you too are smelling some strange things with your 2021 & hope your outcome is better than mine.