If you check on the internet, you'll find lots of articles (in several different languages) stating that, in the French essay Le parfum de la femme et le sens olfactif dans l'amour, étude psycho-physiologique (1889), by Augustin Galopin, the author states that red-haired women naturally smell of ambergris.
You can find the same statement in the recently-published Italian book Breve storia dei capelli rossi, by Giorgio Podestà (page 66), which is, for the most part, based on information found online.
Is it true? Since the French book is freely available on the internet, we can read it. Here you go.
On pages 139)140 Galopin writes "Pure blondes and ash blondes have this delicious smell of amber." And then adds that brown-haired women too smell of amber, and brown-haired women with very pale skin also smell of violets (please not that the French "châtain" means brown or chestnut-brown, so it's a bit different from the English "chestnut", which refers to a more reddish-brown shade).
So, where does the "red-haired women smell of ambergris" come from? I have no idea, but after all this is not the only "fake news" about redheads we find on the internet or even in books.