Chances are, if it's some sort of fluid vapor from the engine compartment, it's entering through the cabin air filters. Pull the covers off those and see if there's any fluid there. Figure out what it is, and trace the source. If it's not coming from there, I'd be worried about burning electronics behind the dash somewhere.

I had an oil leak on the front of my engine, and oil made it all the way up inside the fender to where the cabin air filter was on the passenger side. In fact, some oil even got sucked into the vent of the windshield washer bottle, and washing the windshield caused a horrible mess. In that case, there wasn't oil sucked through the filter, but the general area was an oily mess. Had I not addressed the problem, I'm sure oil into the interior vents would have happened. Major cleanup was required.

On another occasion, when I had a power steering line burst, (down at the bottom of the radiator), I had a cloud of vaporized power steering fluid come through the vent system. This happened within seconds of the steering line bursting. Needless to say, in that case, there was fluid absolutely everywhere in the engine bay.

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2014 BMW 328i Xdrive
2011 BMW 335i M-Sport
2008 BMW X5 4.8i Sport
2000 BMW 528i 5sp