Best bags to contain chemical odours?
As you state, the ubiquitous polyethylene (or polythene) bag allows many chemicals to slowly seep through. Pollen and dust particles themselves are far to large to get through, but water vapor, for example does.

For that reason, many foods are sold in plastic (e.g., mylar and polypropylene) sacks layered with aluminum (ah, aluminium for you polythene-sayers) to block evaporation, oxygen (which leads to fats and oils becoming rancid) and loss of flavor.

For storing small amounts of food, reuse these aluminized bags -- which also are effective shields to block RF tags in passports and licenses. They're available commercially, e.g. this list.

These bags are comparatively expensive, though, and last millenia in landfills, and impractical for general use waste bin bags.

Non-chemical work-around: store food wastes and other potentially odorous items in paper or plastic bags that would have been discarded anyway, and that bag inside the bin liner, to delay odor migration.