I'm sure a search of previous threads will turn up lots of culprits and suggestions to fix this problem, as it is a common problem.
I would have to say it is likely a variety of problems working together.
Where it comes from:
The tail pipe emissions: The engine can be running a little rich and/or be a little (or a lot) worn and burning oil, even invisibly. Even a nearly perfect Alfa engine is going to produce a modest exhaust smell since it doesn't take a very high concentration of hydrocarbons or soot from burning oil to be noticeable to the human nose. Even a new car has a noticeable although slight smell if you get your nose down by the tail pipe.
The engine compartment: If your car leaks any oil, and it probably does, and any of it finds its way anywhere hot (like the exhaust manifold) it will make a smell that can get through worn rubber firewall grommets and seals.
How it gets in:
I think the basis of the problem is that the shape of the body creates a high pressure front at the tail in the zone where the laminar flow above and below and around each side all come together. That pushes air from the tail of the car through any number of access points into the trunk and from there into the cabin. Someone else probably knows more about exactly why, but suffice to say you have noticed this as well in that opening the windows increases that pull of air from the back of the car. If you roll up your windows and they seal ok, you can turn on your heater fan and it will probably help a little because it will pressurize the cabin and push back against the air trying to get into the cabin from the trunk. I used to drive around with the heater fan on in my green 72 GTV because it kept any smell at bay.
Some things to help correct it:
Make sure you don't have any exhaust leaks as these give the exhaust a shorter path into the cabin of the car. Also look at the orientation of the exhaust tip. I've seen some exotic bends and curves etc trying to get the exhaust far enough out into the laminar air passing around the car so that it can't get sucked into the high pressure zone created by the laminar flow. A flexible piece of exhaust coupling pipe can be fixed at the end of the tail pipe and different exit strategies explored to minimize the smell. Out from the body a few inches then turned down seems to be a popular configuration. Once you find a good spot a hard tip can be made that copies the shape.
Make sure your trunk is sealing. Look around the inside lip of the trunk lid, you can usually see little black 'veins' where the exhaust is sucked in around the seal. You can test the seal by taping the seam up with blue masking tape (the kind that doesn't pull paint off with it.)
Look at the gaskets around the tail lights, as you mentioned: the holes the emblem studs go into, rust holes etc. Anywhere exhaust can get sucked into the tail of the car it will.
Look between the trunk and the cabin. Do you have unfilled speaker holes in the rear window shelf? Extra holes, rust holes etc where once it has gotten into the trunk it can get into the cabin.
As I said, it can be and probably is a number of the above mentioned things working together. On the bright side, you have to drive your GTV around a lot testing out fixes.
I hope this helps.
I would have to say it is likely a variety of problems working together.
Where it comes from:
The tail pipe emissions: The engine can be running a little rich and/or be a little (or a lot) worn and burning oil, even invisibly. Even a nearly perfect Alfa engine is going to produce a modest exhaust smell since it doesn't take a very high concentration of hydrocarbons or soot from burning oil to be noticeable to the human nose. Even a new car has a noticeable although slight smell if you get your nose down by the tail pipe.
The engine compartment: If your car leaks any oil, and it probably does, and any of it finds its way anywhere hot (like the exhaust manifold) it will make a smell that can get through worn rubber firewall grommets and seals.
How it gets in:
I think the basis of the problem is that the shape of the body creates a high pressure front at the tail in the zone where the laminar flow above and below and around each side all come together. That pushes air from the tail of the car through any number of access points into the trunk and from there into the cabin. Someone else probably knows more about exactly why, but suffice to say you have noticed this as well in that opening the windows increases that pull of air from the back of the car. If you roll up your windows and they seal ok, you can turn on your heater fan and it will probably help a little because it will pressurize the cabin and push back against the air trying to get into the cabin from the trunk. I used to drive around with the heater fan on in my green 72 GTV because it kept any smell at bay.
Some things to help correct it:
Make sure you don't have any exhaust leaks as these give the exhaust a shorter path into the cabin of the car. Also look at the orientation of the exhaust tip. I've seen some exotic bends and curves etc trying to get the exhaust far enough out into the laminar air passing around the car so that it can't get sucked into the high pressure zone created by the laminar flow. A flexible piece of exhaust coupling pipe can be fixed at the end of the tail pipe and different exit strategies explored to minimize the smell. Out from the body a few inches then turned down seems to be a popular configuration. Once you find a good spot a hard tip can be made that copies the shape.
Make sure your trunk is sealing. Look around the inside lip of the trunk lid, you can usually see little black 'veins' where the exhaust is sucked in around the seal. You can test the seal by taping the seam up with blue masking tape (the kind that doesn't pull paint off with it.)
Look at the gaskets around the tail lights, as you mentioned: the holes the emblem studs go into, rust holes etc. Anywhere exhaust can get sucked into the tail of the car it will.
Look between the trunk and the cabin. Do you have unfilled speaker holes in the rear window shelf? Extra holes, rust holes etc where once it has gotten into the trunk it can get into the cabin.
As I said, it can be and probably is a number of the above mentioned things working together. On the bright side, you have to drive your GTV around a lot testing out fixes.
I hope this helps.