I do not definitively know they answer to your question. I have an additional question that I feel might help someone else answer your question.
Does your furnace use inside or outside air (high efficiency closed system) for combustion air?
Anecdotally, I used ozone in my basement with a both a hot water heater and an older style furnace that used inside air for combustion. My tank was an in-wall tank and the tank room included both the water heater and furnace. I did not have any issues. I paid attention to if I could strongly smell ozone or not and mode changes if I could smell it.
I recently upgraded to a higher efficiency (closed system) furnace that draws air for combustion from outside my home. One of the smaller reasons I did this was for peace of mind for ozone use.
Regards