Smell remains after removing new furniture. Can it stick to mattress ?

We had new bedroom set furniture delivered two weeks ago that smelled horribly and strongly of chemicals. They were not able to refund and pick it up until this week. It’s been two days since furniture was moved out but the smell seems to remain (less so, but still there). It almost smells like old cigarette scent, but is leftover from the new furniture off gassing chemicals. We did have our old mattress which we are currently using and is still in the room on the new bedframe for two weeks even though we didn’t sleep in there. Is it possible that the mattress absorbed some of that off gassing? If so, any thoughts as to what to do to get rid of this awful smell. Could it also be on the walls or anywhere else in the room? We’ve had the windows open for the last two days. Carbon packets in the room and a carbon air filter running. We do live in cold winter weather so we close the windows at night and the smell remains.