Friable materials (“easily crumbled”) materials (e.g. wood, MDF, FR4, fiberglass, carbon composite) generate particles that are extremely detrimental to your health. Exhausting the air from a shop vac is actually concentrating these particles in the air around you. You’re seriously damaging your health machining MDF without the proper protection. Shop vacs are some of the worst when it comes to CNC particles. No, they are not (saw) dust. The dangerous stuff you cannot see.
It’s not about picking up what you can see - it is that, but it’s also about picking up and removing the particles you can’t see. The “invisible” particles are the ones that can damage your health.
Particles 5 microns and larger are expelled from your lungs, smaller can be as dangerous as asbestos - or worse. Particles can still deposit chemicals and viruses in your lungs, even if they are expelled.
By-the-by, MDF is one of the most dangerous materials to CNC machine. The particles are toxic, carcinogenic, and teratogenic. Some hardwoods (i.e. cherry) are nearly as bad. Exotic hardwoods - those from tropical regions - can expose you to dangerous viruses and diseases contained on/in the particles.
The dust collector (vacuum element) must be air tight and exhaust either outside the house or, if exhausting inside, through a HEPA filter rated for 0.5 microns (or better). Since HEPA filters are relatively expensive, one should have a dust separator (e.g. cyclone) ahead of the the dust collector. The dust separator will removed as much as 99+% of the particles before they enter the dust collector. This dramatically increases the life of the HEPA filter.
If you can exhaust outside, one still needs a cyclone (to meet EPA rules and necessary safety) but no HEPA filter is necessary. Just a 5 micron filter to prevent “snow”. This solution is much cheaper than using a HEPA filter. There is a downside, however… noise. Your neighbors may not appreciate the sound. It is possible to design a muffler but that is getting into some advanced design stuff.
The physics of tubing and the distribution of particles generated by CNC machining require tubing at least 2.5 inches in diameter. Four or five inches is necessary to absolutely ensure pick up - along with a sufficiently powerful dust collector. In the Nomad and SO3, we need to compromise. Do the best you can.
Only step down from 2.5 inches as close to the dust head as possible. See the principals I posted earlier.
Since the particles are toxic, carcinogenic, and teratogenic, it’s all about exposure. The risks increase with exposure; your genetics will govern when and how the effects appear. I know several wood workers who have damaged lungs from CNC work.
The nasty stuff mentioned above is only part of the problem; other issues can be allergies, headaches, and other symptoms.
I’ve posted extensively about air safety; you can search for those postings.