Anything, including table salt, can be toxic in large doses. Selenium is actually a required micronutrient for mammals - including humans. You can buy selenium nutritional supplements at most retailers. I'd like to see the Se diode that actually made someone sick as opposed to made someone fear they might get sick, or think they got sick. The "Placebo effect" is still an effect and works in both positive (e.g. fake medications) and negative (e.g. fake poisons) ways.
NOTE: an average person can smell Selenium oxide at 0.2 micrograms per cubic meter in air (or 200 nanograms per cubic meter). Or, sub-100 picogams per breath. Sulfur and selenium compounds are very frightening to smell vs their toxic punch. That is why they are used to odoriferous natural gas.
NOTE2 - the toxic levels of selenium are measured in single milligrams per kilogram of body weight. So, a 0.1 gram might kill you but the low dose of a tiny amount between two wires distributed in a whole room will likely be difficult to find even one whole milligram - if you are dumb enough to stay in such a stinky room for so long. Cheers.