Firstly, get someone to perform a diagnostic
Air quality in a building can be very dangerous if unchecked (particularly sewer gas, but also carbon monoxide which is odorless). As it's not particularly clear what type of smell it is, you do need someone to be on site to whiff around who knows (nose? sorry) what they're up against.
Note that in order to sell a property in the UK, an assessor would have performed various checks so it is very unlikely to be something critically dangerous but we can't say for sure here.
Possible causes, quick wins
Sewage has a very distinctive smell. If you're not sure if it's this, find a nearby water treatment plant and you'll get to know the smell fairly quickly. Sinks and drains have a bend in them which contains water to hold back sewer gas, but sometimes this can either dry up or the level can drop to the point where sewer gas (and its associated smell) enters your property. The quick fix is to simply run all taps and sinks, plus open windows to get rid of the gas currently in the property. It should clear up quickly.
In the UK (the location of this question) it is somewhat common for terraced homes to have no insulation in their walls and are instead just an empty cavity. They often also have a simple solid brick wall between neighbouring properties too. This is just because the UK has quite old housing stock and went through various building booms before the 1970's when insulation became mandatory.
So firstly, check the property's energy performance certificate. It'll tell you from a quick free search if there is insulation or not. If there isn't any insulation, that is a separate problem that you certainly should fix and may also qualify for a grant to do so.
Based on what your EPC says, you'll know if you have an empty cavity or not. An empty cavity can simply be home to animals (and in this case, potentially dead ones). Given the smell is seemingly being carried by the walls in this case, this is a somewhat likely scenario (and also fortunately a pretty easy fix, which will also sort itself out eventually anyway).
Dead things (with wings)
Chimneys are supposed to have a little cap on them to prevent "things with wings" from falling in there, however a house that has been left standing on its own for a while may have had that cap blown off or simply never had one fitted. If the smell is apparent around old fireplace locations, it may be that there is a pile of rotting things in the fireplace and the root cause of the problem is that the chimney needs to be capped.
Mould and damp
In typical draughty UK homes, good ventilation is critical to avoiding mould. A house that has been all closed up for a long time has inherently poor ventilation - their saving grace is that the heating is off resulting in dry air in the house (and thus, no damp). However, this is less true for a terraced property as it'll be taking in heat and moisture from the neighbouring property. This is especially true if there is no insulation in any of the walls, including the party wall. This can result in a build up of mold on external surfaces - namely the inside face of the outer leaf of the cavity and tell tale condensation on the window(s). If this bedroom is located on the party wall of the property then it may be an indication that there is mold growth inside the cavity.