I have a large concern that I don't think a furnace and a furnace return is allowed to be in a garage by about any code because of just what you mentioned, carbon monoxide from car exhaust getting into your furnace ducting system and into your house. Somebody deciding to warm the car before going to the store could kill the rest.
Contact your local code authorities, the gas company, your HVAC company, and the fire department. Please don't be the next news story in your local paper. It is also worse as everyone is couped up because of the cold weather. Move your furnace to the basement, attic, a room in the house, or build a wall around it provided the furnace room is large enough so it can have enough combustion air. Keep you and your family and visiting relative alive. Don't count on some cheap $40 CO detector to save your life, by the time it goes off it may already be too late. Also read my response to Mary's post.