I'm not familiar with your particular unit, so I can only "guess" at the problem.
As far as it switching over to LP, is it possible it got cool enough that the electric wasn't able to supply enough heat and they might have an automatic switch over designed into the system?
Did you have any windows or vents open when the furnace was running? Especially on the side where the furnace exhausts? It's possible it was sucking the exhaust fumes back in that way. If you can't find where the fumes on getting in from, my suggestion would be to take it into the dealer and have it thoroughly checked out.
Another thought---is your unit brand new? Have you ever run the furnace before? If the answer is yes to both, maybe the alarm was set off because the furnace was burning off some of the oils on it and newness of the whole system/unit.
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