I do have a dust collector similar to the Grizzly GZ1028Z2. Sorry, I forgot tot mention that. I took it to work to store it (I don't have any space) and I forgot I had it. It runs on 220, which I don't currently have a plug for, which I could add fairly easily. I suppose I could keep it out of the garage and wheel it in to use. With the addition of the Wynn filter it would collect all the dust and not spread it around the yard, the driveway and my lungs.
I use a fan sometimes to blow the dust away, but with the garage open, any breeze blows the dust everywhere. The mask helps, but it fogs up my glasses.
I can't build anything fancy outside my house; the HOA (and one neighbor in particular) will not like that. But, I might be able to put the dust collector in some sort of small shed as long as it is hidden from view. I'd have to run a power cord to it along with any dust collection hoses. It would be a 30' run, I think. Probably too much for the dust collector.
I just don't have room in my garage for more stuff: I have a metal lathe, table saw, metal mill, 2 cars (one is the wife's and one is a classic car, so they cannot live outside at all), a workbench and a toolbox. These take up all the available floor space and still leave room to walk around. I have everything else in cupboards and cabinets mounted on the walls and ceiling. I get out any other machines I need to use and mount them on a portable work table.