I found the difference that fan speed makes to energy use by observation. I was curious and found an article that backed this up. I just tried to find that article but couldn't (the one that I was looking for iirc specifically mentioned fan consumed power), but found this one instead
Tesla Model 3 Efficiency & Vampire Loss — How To Save Energy which on a quick glance seems to be saying the same. About half way through the article is this graph. Of course, this one is combined fan and A/C usage rather than just fan. When I looked into the fan speed I never differentiated between fan power and heater/AC power.
I do know from home energy monitoring that a fan can draw a surprising amount of power, although not in the same league as a heating element. I think my turbo trainer fan draws north of 100W at higher speeds. Our home HVAC draws 28W continuously on normal setting - and thats a high efficiency fan running at 20% speed. At 100% purge mode, its around 170W. But thats still cheaper than leaving the windows open in winter. Not huge in the Wh/mile scheme of thing though but noticeable. The figures on the graph below would have a much bigger impact.