Hi all, and thank you for your thoughts. The contractor (who installed the system and who has been in heating/air 22 yrs) was back out yesterday morning to complete the job.
His opinion was that it was a new-burn smell, given that the heat exchanger and other parts are coated in an oil during the manufacturing process. He expected this would go away within 6-8 hours of continuous running. He also thought that the sore throat/scratchiness could be do to small particles of fiberglass in the ducts as I had quite a bit of new ductwork installed.
The original owner did an odd thing, which was to run the flue beside the chimney through the basement, and finally have it enter the chimney in the bedroom. I have gotten numerous suggestions on what should be done from the home inspector to other heating/air contractors. However, when part of the flue was replaced in the basement during installation Monday, it jostled some of the cement furnace sealer so that it cracked and was no longer secured either at the floor or where the flue enters the chimney. This didn't get fixed until the contractor came back yesterday, potentially allowing exhaust gases into the house during the inital run.
He did reaply cement, but I wonder if this is a permanent fix.
Came home yesterday and all the animals are still alive. The smell lingers, as it was very strong, but it is not blowing through the vents anymore. Suggestions to leave windows open was a good idea. At this point, there is an odor that, as others have described, smells like a deisel truck on start up. The contractor is coming back tomorrow a.m. for follow-up, and said that he will check out any persisting smells.