If the odor is only that hot plastic note and it fades between cooks, you are probably fine and a few more cycles will finish the cure. If it is eye watering or leaves a harsh taste on food, don't push through it. Red flag.
Manufacturers expect you to do a burn in and a full clean, but they also replace units that keep smelling after several real uses. Ten complete preheats plus a few actual cooks is a fair threshold. Keep the receipt, take a quick video of the smoke or haze if you see any, and contact support for an exchange. In the meantime store the fryer outside your main room if you can and let it cool with the basket out so it off gases away from your bed. A small bowl of vinegar or ground coffee near the fryer helps with lingering air odors.
