We use individual mist collectors, smog hoggs, Torit, on our MC's. Coolant still gets in fans. We change/clean CNC filters every 2 weeks and they are black and slimey. Oilcooler filters- same interval, though they could go a little longer.
Some integral spindle motors have some type of fan/ filter deal to cool them and the air/mist is piped straight in to the stator/rotor area, et al the old integrex Mark II series. We found it the hard way- while we were pulling the spindle. Neglected to change or service this filter because of ignorance and the filter blinded, collapsed and then sucked oil, coolant mist and filter debris right up into the motor internals. This in turn caused two labyrinth slingers to friction weld together-locking up the spindle.
Good luck with this fight!