2007 A4 burning smell not rubber or oil, more electrical
 

I have a burning smell coming through the vents when the heater is on.
Seems worse when the air is coming through the defrost than at feet level but also smells pretty bad from air vents.
Had a battery replaced and found out they forgot to put in the vent tubes but that has been done and still have an odor. It smells electrical in nature, or at least does not smell like oil or rubber.
Dealer wasn't sure but recommended replacing the alternator for $750.

Any help is appreciated.