Until mid-2006, the VW Transporter T5 with with 2.5 litre engine had a well known design fault with its exhaust manifold. The manifold is not made from cast iron, instead VW use a thin, sheet steel, alloy. The welds at the points where it attaches to the block freqently fail and exhaust leaks into the cab.
Sometimes only one weld fails, sometimes all the welds fail. Depending on how bad the leaks are you might not actually smell the fumes but just be getting headaches and coughing a lot. If you smell exhaust fumes when driving, you almost definitely have this problem.
This problem is expensive and time consuming to repair. VW will not pay for any of it. After 2006 VW switched to a cast manifold which has no welds to crack.