We have a trane gas furnace, have noticed light film of soot on walls and just about everything else in the house. Can see shadows of wall framing on some walls and ceiling. It is quite noticeable around registers on floor on carpet and at baseboard on exterior walls. Had 2 different heating companies out to check, both said furnace seems fine. Flame is blue and inside of furnace is clean, return vents have some accumulation on grills.

Did they check for a cracked heat exchanger? Did they do a CO test? If not this needs to be done.

We have a trane gas furnace, have noticed light film of soot on walls and just about everything else in the house. can see shadows of wall framing on some walls and ceiling. It is quite noticeable around registers on floor on carpet and at baseboard on exterior walls. Had 2 different heating companies out to check, both said furnace seems fine. Flame is blue and inside of furnace is clean, return vents have some accumulation on grills.
Did they company check the vents? One possibility could be a leak somewhere in the ventilation shafts if it is reaching up into the rooms.