Could be an exhaust leak getting sucked in through the fresh air inlet for the factory heater/ac system.
Could also be a blown head gasket leaking soot into the coolant system combined with a blown heater core that leaks out sooty coolant.... highly unlikely but possible.
I think you have a leaky heater core that's leaking a little coolant (source of steam) combined with an exhaust leak under the hood that's letting soot get sucked in the factory heater/ac air duct system.