Has anyone ever heard of a UV Light furnace filter ?

Yes: I had services a doctors house and he had installed one himself. I guess that they are used in Hospitals. I have no information as to how or how well they work.

The u.v. light is to kill biological comtaminents in the air stream. They produce a small amount of ozone. Some people are sensitive to it, others are not. I happen to like the smell of it( like after a thunderstorm). Have a professional install one if you want one.