Is it possible/practical to use a Henry for power tool dust extraction?

There seem to be so many options, some of which are incredibly expensive, for dust extraction and I'm a bit lost.

Someone on here said that using a vacuum for dust extraction will kill the vacuum in hours. How true is that?

I only really have smaller power tools at the moment and I need to be able to work inside without coating the house in dust.

Alternatively, I was looking at the Milwaukee as2 (https://www.milwaukeepowertools.co.uk/milwaukee-as2-250elcp-240-volt) but it's only L class and I'm not sure where I will be able to find replacement bags. How important is that? Can I use bags from other vacuum companies?

How important is having an m class extractor if I wear a respirator while I'm cutting?