Dust extraction/filter at home?

Hi,

We are doing various DIY stuff at home, like sanding stairs.
Any recommendations on dust extraction or air cleaning. Don’t really want to fill the house with fine dust (we are still living there).
Currently have Henry vacuum sucking from the orbital sander. But that doesn’t catch it all and I’m guessing that it let’s lots of tiny particles out. The Henry isn’t helping with hand sanding dust either.

Is there such a thing as a general air cleaning unit that you sit in the middle and it sucks in dirty air and filters? (to rent or buy)

Thanks

Perfect, thank you