Its very easy to make your own dust boot. YouTube is an easy way to see several designs. Its harder to make one that doesn’t move up and down with the Z-axis but you can also find one of those on YouTube. You can find the bristles in various lengths on mcmaster.com. You can use acrylic or polycarbonate plastic if you want to see through it or just use plywood if that’s not a big deal to you.
Pretty much any dust shoe is going to capture almost all of the fine particles which are the ones that can cause health issues. The crappy designs will allow some of the larger pieces to escape but its really no big deal to sweep them up in 10 seconds after a job is finished because you have the vacuum hose right there anyway.
Whatever you do make sure the vacuum that you use to collect the dust has a good filter on it. I use a Rigid brand vac (nothing fancy) with their next to best filter plus a cyclone to catch the big stuff and a filter bag inside the vacuum. Using a cyclone means you will rarely if ever have to change the bag or filter inside of the vacuum. Its great at catching almost all dust that is big enough to be visible to your eye. However, the dust that is too small to see is the most dangerous because that’s the dust that can travel the full extents of your lungs without getting trapped in the first branch or two of your lungs. You need decent filtration to catch that dust.
Using a laser particle counter I never see the ambient shop air particle count go up while routing parts, even when I’m routing MDF. So my relatively low cost setup is working well.
-Rigid shop vac
-Homemade cyclone but look for “dust deputy” or a dust deputy knockoff on alibaba for a cheaper one.
-Bag filter inside the shop vac
-Next to best filter Rigid offers. If you are routing Walnut or an exotic wood then use the best filter they offer. Dust from some woods like Walnut can be somewhat toxic so you really don’t want to pass much of it at all into the air.