Welcome, this forum is a goldmine of helpful people and information, although there is a high chance that your wallet may suffer. Then again, it looks like you have already bought a Caravelle and it should have come with a wealth warning.
The ---- in the adblue range on the menu display probably is due to it being mapped out, that is what mine does after the adblue delete. I don't think there is a way of removing the adblue indication from the menu. If I recall correctly the adblue tank/pump/level detector are somewhere near below the fillers on the passenger side. They are covered by a shield but if you could get a look you'd probably find some unplugged wiring. It is an MOT fail if it is noticed, but currently an MOT does not involve delving into the menus or running tests to detect whether the adblue (or other emissions trickery) is working properly or at all. If the emissions, in which respect the lack of adblue is unlikely to have any significant effect, are OK then it passes that part of the test. It may have been mapped out without actually being faulty, but you won't know unless you try to restore it. Also, if it has been left with adblue in the system I have heard that it may crystallise and cause all sorts of (expensive) problems if you try to restore it into use.
The hot smell is likely, as mentioned already, to be a regeneration of the DPF. Mine has always seemed worse than others say. I get a regen every 120 to 180 miles, on a mixture of short and long runs. It is a heavy camper conversion if that makes a difference. There are useful apps available that in conjunction with a relatively cheap OBD reader can monitor what is happening with the DPF, have a search on the forum if interested. The OBD readers also open up opportunities to tweak settings and functions not available through the basic menus, and of course let you know about all the errors logged by the vehicle!
Never forget to appreciate the joy of owning and using the vehicle though
