Occasionally, a hot water heater is a source of hydrogen sulfide odor. The magnesium corrosion control rod present in many hot water heaters can chemically reduce naturally occurring sulfates to hydrogen sulfide. Pleas visit this site it contains more information.
Have you removed the magnesium corrosion control rod from your water heater?
If removing the rod from the heater does not get rid of the odor, I would suggest getting your water tested to find out if you have a H2S problem in your well. This is a good place to have your water tested
Respectfully David F. Walling