The two vents you mention on the outside of the RV which are close together are both for the combustion chamber of the furnace, as it draws combustion air from outside, rather than from inside the living space. No worries there.
If you're running rich, you will generally see black staining around the exhaust vent. The most likely cause of this would be debris in the combustion air intake, such as mud dauber nests, etc.
You should already have a permanently installed carbon monoxide detector in the living quarters, generally very close to the furnace. THe ones I've seen in FR products display a green light normally, and red on activation, along with a VERY loud beep.
The other answers dealing with "first time fire up" smells are very probably correct. Since the furnaces typically do not have air filters, dust does gather on the heat exchanger, and when the furnace is manufactured, there's a lot of oily residue on the surfaces too, from lubricant used in the metal forming process. This is normal.