Activated carbon HVAC filter?
There are two types of pollen filters available for the 3 and 4. The cheaper one is just a particle filter; the more expensive one is for both smell and particles.
I have the activated charcoal filter and it got tested one day following a cattle truck. With the windows rolled down, it was most unpleasant, rolled up, one could not smell anything.
Then when I passed it, the cattle trailer lurched and "fluids" flowed out and sprayed the side of my 3 - good that the windows were up.
In other words, with the activated charcoal HVAC filter, I do not think that you would smell vehicle exhaust in the cabin. For what it is worth, I have not noticed any.
Any yes, the windows fog up as soon as the snow has melting from our boots and clothes etc and the defogger fan works OK - the electric windscreen is more for melting ice off the exterior - at least that is what I use it for.