Damp proof paint, heaters smell of paraffin

The damp proof paint probably had some oil based formula and this is what you are smelling as it dries. There is no fire risk as it would need more than just the heat of your heaters to combust, unless you have neked flames anywhere? The smell might well be unpleasant but I don't believe that it is likely to be particularly dangerous unless you have some susceptibility to the vapour. Bearing in mind that without being there this can only be based on your description. My best advice is to keep windows open a small amount and the door open to help flush the scent out and it will be OK eventually. I can't guess at how long that will be, again because I am not there. Stick with it, it will go.

I totally agree with the other response. Cutting a few onions in half and leaving them around the room will suck in any smells and take them away for good.