Many thanks for the replies. Unfortunately, there is no temperature gauge but if the car was overheating a red warning light should have come on. As far as I can see in the dark, there is no coolant loss, the coolant level is right up to the maximum.
I read a fair bit about the DPF before buying an XF and it nearly put me off buying one! To be honest, I didn't realise that this overheating could be part of the engine management system burning off soot. Many thanks again as you've put my mind at rest.
There is definitely a slight burning smell from the radiator grille, even about 3 hours after I've stopped using the car. I'll see how it goes tomorrow and it does it again, I will get it checked out. I was just a bit worried about the heater getting very hot but fingers crossed it was nothing untoward
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