I have a smell that is only when the heat is on, and when the car is warm. It smels like someting burning, then electrical burning, then something. Not sure what. I also notice I seem to lose small amounts of antifreeze from the tank when I use the heat for a winter. Any correlation?

Try pulling off the blower motor and inspect the squirrel cage. These can get all caked full of just about anything you can think of. If the shaft is packed full it can rub and heat up what ever is there and cause a smell.

It could be oil seeping from around the valve cover gaskets on the rear head. That can get down onto the exhaust manifold. That gives off a strong smell. Your heater blower may be leaking somewhere or the smell is going up out of the hood to the intake openings and into the car'* inside.

It might be the resistor pack if you have manual blower controls or the blower control module if you have the automatic temperature with digital readout. The BCM is a power transistor on a heat sink; it might be smelling due to overheating. Do the speeds work okay?

It could be a connector at the resistor pack or blower module overheating due to corrosion. That melts the plastic giving a sour smell/taste.