I have a kds air filter hung above my machine but only use it when cutting wood.
I have a vac system in my shop but only use a shop vac with a dust devil to clean chips
I do have lots of air movement that clears the air - (2) 400 com fans behind the 1100 and (1) 800 com behind the lathe. They are mostly to exhaust fumes and bring in fresh air. I always have those on.