The burning smell from the exhaust pipe may be caused from oil or transmission fluid leaking into the exhaust pipe. For example, if your turbo is failing on the car, then that can cause leakage from the manifold into the exhaust pipe. There may be other reasons, too, which other people will be better articulating.
your catayltic converter is bad and needs to replaced
Could be overheated coolant or just leaked oil burning off your exhaust headers
sounds like you use a bad mechanic a good mechanic would replace a cracked exhaust manifold to start with if you can smell gas,there is obvioulsy a leak in the fuel system. this needs to be found as it is a fire hazard
My new car did not smell like burning rubber! When I had a gate smelling like burning rubber, a rubber belt was stuck and instead of turning with a piece of machinery, was caught. I would check the belts in the front of the car and look for one with a worn or burned place on it. It could also be a wire or tube resting on an exhaust manifold or on an exhaust pipe.
I advise you to perform a careful examination of your car's brake system.
Most likely the transmission fluid needs to be replaced.
Well if I had one with that problem I would look closer cause it is leaking on the exhaust somewhere.
nuthing
Many things can cause a burning smell under the hood of your car, if the smell is accompanied by smoke you are most likely looking at a fluid leak dripping onto something hot and burning off. If it smells sweet this would be a sign of a coolant leak. A ozone type smell would most likely be caused by a burnt clutch (standard transmission) or brakes hanging up and staying applied. burnt clutch smell would be expected if you have a new driver learning to drive a stick. An exhaust leak would smell, well, quite frankly like exhaust which is a dangerous gas to be inhaling (CO2, CO, etc). either way if your car is smelling funky you should really have a professional auto technician check it out to prevent damage to your health, the environment or future damage to your vehicle.
The burning rubber smell in the tranmisson breaking apart inside.
It would depend on what is burning.