@Amanda660 One possibility here is that your guests are just wasteful idiots with no concern for the environment. If that's the case, no amount of signage can fix stupid.
Another possibility is that the guests are making a clumsy effort toward that elusive combination of toasty warmth and clean fresh air that the Scottish winter is not famous for. If the house happens to hold a bit of damp, I'd suggest a dehumidifier, but based on the photos it looks like your listing has a modern renovation and probably some excellent insulation, so mugginess doesn't look like an obvious issue.
Then, as @Sarah977 mentioned, there's the possibility that they were smoking, or maybe they just burned something in the oven. It happened to me once while visiting a friend in London - I meant to crisp up a takeaway chicken in the oven at high heat, but we got a bit distracted in the other room for a minute and I managed to set the thing on fire. Flatmates were not amused by all the windows being frantically flung open in the middle of winter, even less so upon learning that I'm actually a chef by trade and should have known better.