There is also the issue of mechanical failure; hand brake, CVT et al, or even the unforeseen event; you get hit by another vehicle, someone observes you asleep and your engine running and 'interferes' with your vehicle for sh!tz'n'giggles.
When returning from Leave periods I preferred traveling the 475 miles or so at night as the roads would be a lot quieter. I would take regular Lima Lima Delta's during one I must have had a nightmare as I managed to pull myself out from the drivers seat, onto the passenger side, open the passenger door and fling myself onto the ground. Fortunately there was no one parked adjacent to me.
In all the 20+years I had done that commute, that was the one and only time I had ever done that.
I used to sleep in the car when traveling to and from Spain. I kept a dhobi (wash) bag and travel towel in the boot and have a bird bath to freshen up/cool down.
I never left the engine running whilst I was asleep. I observed plenty of others doing it, but I never thought it was worth the risk. I placed my car keys in a side pocket so that I had quick access to them if needed. For some reason the Guardia Civil and Gendarmerie didn't like people sleeping in parked cars.
I just did an internet search with the terms, "sleeping in car death" and went through the results. There was nothing from any official or government agency with information and there were a lot of opinions but what I did find was three cases where people died while sleeping in the car; two of them were due to faulty exhaust systems leaking and the other was a car surrounded by snow. I did not find any of anyone parked in a fully functioning car with no previous safety problems with leaking exhaust systems. One of those cars had "rusty pipes with holes" and the other had a "loud pipe that leaked", common sense should have let those people know not to stay in that kind of car, sleeping or otherwise. There were also many that died while sleeping in the car but they were parked inside, again that is common sense not to do. So, worldwide, as reported and posted on websites that I could find, there were three instances and in each instance the car itself was not safe in the first place. I would assume that there are a lot instances more than that have been posted on new websites. Now, with all of this known, I do not think there would be a problem in a new and mechanically sound car. I see police sitting in their car (speed traps) for hours and hours day in and day out with no problems, so it's possible. As I said above, I would use a CO alarm and/or gauge inside the car. My conclusion, I doubt that I ever do it, at least not while sleeping and if we do sit/lay in the car for long periods of time with the a/c on (engine running) then I would open the windows often to let in fresh air inside the car.