I know nothing about the mechanics of air flow and particulates but I do have experience in these matters with a Glowforge. The exhaust consists of volatiles that you don’t want hanging around in your house and particulates that are significant and clog up the screen at the opening of my exhaust hose going out the window. So any filter will need to address both these parts of the exhaust air.
Also, all the discussion around air flow and filters in relation to the Glowforge’s ability to push air out the exhaust port seems to indicate that attention needs to be given to not have backflow into the laser and its internal exhaust setup. The filters that we used at Bay Area Maker Faire had active airflow fans in them. It wasn’t just a passive filter through which the Glowforge was connected.
Discussions of filters and exhaust setups can get into safety concerns and I would be hesitant to recommend any home made setup at this time publicly on the forum.
Here is a link to a topic that explores some of the issues with exhaust and venting.
Here’s a link to another discussion on a DIY filter:
And another one with some sustained discussion: