Good to see this CA discussion...
Like many here, when applying CA at the lathe, I experienced burning eyes and cold-like symptoms for about a day afterwards (plugged nasal passages, etc), and had trouble sleeping. The cure for me has been:
1. A good quality respirator – used not only for CA application and sanding, but all sanding operations. All of that fine dust from all the different exotic materials we use is potentially hazardous – you do not want it in your lungs.
2. A small fan right on the headstock, blowing the CA fumes away from my face (I don't have a dust collection system, so don't have the suction hose there to pull the fumes in)
3. A powerful ventilation fan, that'll replace the shop air in five or ten minutes. Mine's in the ceiling in the center of the room, vented with 8" ducting to the outside. I leave the shop for a coffee break after CA operations, with that fan going to suck out lingering fumes and fine dust.
After about a year with the same respirator, I noticed that it was getting a bit harder to pull air through it. Took the filters apart and discovered a hard thin layer comprised of fine dust, and I suspect, CA fumes. So just bought a new one with replaceable filters, that I'll change more often. All the unpleasant CA symptoms disappeared with the respirator.
I've also switched to Wood Turners Finish (WTF) for most lower to medium priced pens – just use CA on the pricier ones. Ed at Exotic Blanks has an awesome U-tube video of how to use it. I like the look of WTF versus CA. (But there is no long-term info re its longevity, as with CA.)
My 2 cents...
