This. It appears, MOO, that the poor lad survived long enough to shove his coat through the thimble, likely to get it out of his way, so as to improve his chances of going up. I would surmise, in that situation, one of potential pure panic, the desire to go up would be quite powerful. Then, as he moved about he became more tightly wedged, hence the death by asphyxia. I speculate he died long before hypothermia would have come in to play. Likely much sooner after becoming stuck in that chimney than folks may realize.
As to odor. MOO. If one understands chimneys, they are designed to draft. It is very possible that chimney was naturally drafting, i.e. sucking air from the living quarters of the home, through the thimble, and up the chimney.