Maybe contact support@tacx.com.
And you could check with tacx utility app for issues, for example overheating icon (usually in that case there also is a red blinking light on the Neo itself).
If your lucky it’s just this (from Tales from the llama...: Tacx Neo Smart T2800 User Review - June 2016):
“The first three green jersey sprints I tested the unit with on Zwift (~900W 20 seconds) resulted in an electrical odour coming from the Neo. The unit gets pretty hot under normal operation, so I suspect this is simply some bedding-in from the factory taking place. Maybe some excess glue on the heatsinks inside the unit?
A Tacx representative has posted the following statement after others reported the same,
The smell is caused by the power resistors which converts the energy from the sprints to heat. The resistors have been burned in at a high constant power level but in sprints the peak power can be much higher and this causes the smell which will reduce after repeating the same power levels. - Martin Smits”