There are three ways heat is generally transferred:
Conduction, Convection and Radiation
Conduction heat transfers occurs inside materials, like solid materials. The heat from the fire is passed from molecule to molecule through the material. The fire will generally follow the heat or sometimes the heat from conduction may cause a new fire to ignite elsewhere.
Convection heat transfer occurs only in liquids and gases (like air). The heat from the fire can heat the air, to a very hot temperature. Hot air will always rise, which draws air into the fire and feeds it. If you were for example standing in front of a fire that was raging, the hot air would rise so fast that it would suck air from lower levels, and feed the fire with more oxygen, flaming the fire. This air would then be coming from behind you, if you were facing the fire, but as it did, it could also be carrying some of the heat from the hot air that rose, and you might even feel some heat on your back, this heat would also cause the fire to burn even hotter.
Radiation heat transfer does not travel through a material like conduction nor does it flow through air or liquid currents like convection. It simply travels in rays similar to sunrays, in straight lines away from the fire. The heat from the rays can be absorbed by combustible materials which causes them to heat up and perhaps ignite. The main principle of radiation is: the closer the material is to the fire the more radiated heat it will receive.
Because any toxins, or smoke created is not heat, it will follow the direction of the wind. However, as with convection, if the heat is rising, it will draw the toxins upward, and if the fire is hot enough, and sucking in air that was displaced by the rising air, fast enough, it could cause a vortex effect, or act like a convection oven, specially in an enclosed space, so those same toxins that are being carried away by the wind, or hot air, could be now blowing on your back.
So far as toxins traveling on radiation, it doesn't. But it can travel on convection, and more likely than not does exactly that.
Scott
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