I'm not sure that there's much to be gained by paying any attention to someone like me with an unhealthily cavalier attitude to these kinds of things, but we don't have either kind of alarm.
I can't really see the point in a carbon dioxide detector, and for precisely the reasons that Mr Deeps mentioned above.
And since carbon monoxide is a by-product of combustion, if you don't have the gas fire on while you're asleep you aren't doing anything which produces carbon monoxide.
We wouldn't sleep in the van with the gas heater running any more than we'd sleep in the lounge at home with the gas fire on (if we had a gas fire in the lounge).
If you're that cold it's safer (and cheaper) to wear some heavy-duty PJs or use an extra blanket. Or snuggle, if applicable.
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