More then words can explain?

Ok, I will try my best in wording this right so it can be understood. We were watching wrestling tonight and towards the end of it, for about 30-45 minutes we smelled what we thought was natural gas smell. We have no natural gas, but to be safe I called the gas company to ask about it and they sent someone out. The first time through the house the guy did not find anything with his first piece of equipment, inside or out. While he was in the basement, it was just me & and him in the house, upstairs, right above where  I was standing, I heard walking and the floor creaked like someone or something was there. He went out and got another piece of equipment for checking underground, through the ground and again found nothing inside or out & this time he said he smelled something, but didn't know what it was. I told him our noses burnt a little, some had headaches,dizzyness and felt queazy & had problems breathing. Again, in the basement, the guy was and I heard a voice from the diningroom/kitchen say"We're here" and the guy and I were the only two in the house. He said the only explanation he could think of was maybe something came through ac from outside, but it never happened before. This was an inconvenience for us because we all had to be outside until he came and checked things out. My oldest daughter and I got the impression big time that the house was somehow involved in this, but not 100% sure. Either way, oldest daughter and girlfriend are worried on it and daughter said she is not going to sleep. If in fact it has something to do with the house, this is the most extreme it has gotten since we been here and has many thoughts going through my head on it.