Pretty much your only and best option for odors is going to be active charcoal filters. Which you can by and attach under the filters in any regular air filter

Pretty much your only and best option for odors is going to be active charcoal filters. Which you can by and attach under the filters in any regular air filter or diy filter like this one. I have one behind the filter in my hvac air intake. From testing I have seen, baking soda does nothing.