Making A Small Air Filtration Unit (FAIL)

In this video I'm going to be making a small air filtration unit for my workshop.

Recently I upgraded the dust extraction for my shop by installing a new extractor to my shed extension, and ducting to all my machines in the shop to collect as much dust as possible at source.
And that's working really well, but it was never going to be a perfect solution as some dust particles are always going to get airborn.  One example is my tablesaw - most of the dust from this goes downwards towards the dust port as it should, and gets sucked up by the extractor, but some of the dust also goes forwards, and I know this because when I use the tablesaw I notice a bit on my clothing, and also I usually find a fine layer of dust settling behind me on my bandsaw table.
Other things like sanding or routing will also create a little dust in the air even when connected up to the extractor, and those small particles of dust are the ones that are most harmful for your lungs.
As I looked in to solutions for cleaning the air in my shop there seemed to be two solutions available to buy.
The first is to buy an air filtration unit like the ones on screen now by various brands.  These seem pretty good, and the cost of them seems to range between 150 and 400 pounds.  I have a few problems with these - firstly their size - I don't really have space for something so big, I don't have any wall space, and if I mounted it on my ceiling i'd lose too much headroom. The best space I have for something like this would be above my tablesaw in the middle of my shop, but I also use the tablesaw as an extension to my workbench and if I'm working on something large I think it'll just get in the way.  The other problem I have with these is that even the smaller units are designed to clean air in spaces much larger than my shop.  The smallest unit I can find is designed to clean spaces up to 113 cubic metres of space.  My workshop is 2.6 cubic metres.  So I don't think I need something as powerful to clear such a small space.
The second option is to install an extractor fan to one of my walls, but the problem I have with that is an extraction fan will also remove the heated air from inside my insulated shop and in the winter I want to try and retain that heat to keep my shop at a reasonable temperature.  
So instead what I decided to do is attempt to make a small air filtration unit that does not get in my way as I'm working, that's adequately powered rather than over powered to clean the air in my small shop and that filters out the smallest micron dust particles that are the most harmful to my lungs and that's easy to maintain.  It also preferably needs to be relatively quiet running too.
To get started I needed a small fan and some filters.  
For the fan, so I looked on Amazon and chose this one here - I chose this because firstly it's rated at 230v which means I can just wire it up to a normal UK plug, it's a "silent" operating fan, so it should be nice and quiet, it has good reviews on Amazon, and also it was relatively cheap at about £33.  I'll provide a link in the description box below
For the filters, I decided it'd be good to have something washable so that I don't need to replace the filters regularly I can just clean them and re-use them, and I wanted a HEPA rated filter to filter out the smallest particles of dust.  So I put washable HEPA filter in to Amazon and found this pair of filters designed for a Dyson vacuum cleaner.  These are roughly the same size - slightly bigger actually - than the 100mm outlet of the extractor fan so they seemed to be a good option. 
This concept didn't work unfortunately :-( I think it's a combination of the fan being underpowered and the filters being quite thick, and I als got a lot of feedback from YouTube from people saying that the fan should be sucking air in through the filters rather than blowing air in to the,...