A bathroom extractor fan,
I have a small white plastic clothes bin bought specifically for this, but dread the thought of the effort needed for cutting a circular hole in the back of it. It should make a sturdy setup and the semi transparent plastic body would allow in some welcome ambient lighting. For a short term solution, I went for a big roomy cardboard box instead, which was easy to cut out a hole in the back. Drawbacks are that it's a bit dark inside and there are bits of lint floating around from the cut surfaces of corrugated cardboard. Lots of sticky tape to cover the cut edges fixes that, but I do wish I just spent the extra time and effort and went with plastic to begin with.
The wife had these filter sheets. Turns out they are perfect for fitting over the back of the bathroom extractor fan. Tied down simply with an elastic band. I can see the sheet is catching the paint spray particles sucked through the fan. I point the back of the box at an open window. A hose would allow more flexibility in placement.
Works fine for the effort put into making it. An inexpensive quickly made prototype, but it won't last too long before I switch it for the plastic clothes bin.