Is oil heating fumes dangerous?

If you're referring to fuel oil heating fumes, then no, they are not hazardous. They can cause headaches in some people, nausea in others, and some folks who have hayfever cannot be in them for long, but they cause NO permanent damage. The fuel oil furnace has been around for as long as heating in cold climates has been necessary and people live with the fumes and odors constantly. A company that has the problem of the odor causing health issues for their employees should certainly do everything in their power to correct the problem.