DeLonghi TRD0715T Oil Filled Electric Radiator Heater

I ran the heater for 4 hours at the highest setting to drive off the shipping coating that is applied (The instructions recommend 2 hours). The smell was terrible even with the windows open. I called DeLonghi to ask them what the substance was in case it was harmful. They stated it was not toxic however they could not provide me with a material safety data sheet (MSDS). I have no way of verifying if the coating is toxic or not and DeLonghi cannot prove it to me either. It warmed up the room wonderfully, but I'm returning it to the store today as I do not know what the vapor/ smell could do to my children.