No, they do not. The only by-product of a correct burn cycle is heat and carbon dioxide. The amount of carbon dioxide produced is similar to that of burning a few candles. The curing process of the paint can produce a haze on the top of the fire which can set off sensitive carbon monoxide and smoke alarms. After a few burns this should clear. If alarms continue to be triggered after the curing process, it may be worth removing any ceramic logs, as the flames may be hitting these and causing a burning smell, as well as trialling some different fuel.