In Sept 2010, we had a York yp9c 98% efficient propane furnace installed. Last week we began noticing a slight odor when the furnace as running, especially on high volume. My wife began having headaches, and I am feeling tightness in the chest and some coughing. The installing company sent out a technician, who suggeswt a better filter and vaccuming the return air vents, whch we have done. Now I am getting headaches as well.
Any help or suggestions?

I'd get the air checked for Carbon Monoxide promptly. A cracked heat exchanger can result in what you are experiencing. Get some fresh air in the house and go outside for a while.

If you don't have a carbon monoxide detector, get one. You can also call the fire department and tell them you have an odor in the house. They'll come out and check for CO in most localities.

We have functioning carbon monoxide alarms on each floor of the house, and they have not alarmed. One has a LED readout that has shown nothing. Any other thoughts?

I'll be thinking about it.