I had such sudden and horrific reactions that I jumped at the combination of everything I could before I started using CA again. It would be good to start in preparation for the possibility of reaction by getting a good quality N99 respirator that you can buy replacement filters. PLUS get a cheap Walmart or dollar general square floor fan and rig up some way for it to be blowing over the lathe, focused at the area of where you turn and finish the blank. These two are the start and may help if you can't get a DC system.
For what it is worth, I had a 2 1/2 in DC system overseas when my allergies developed. My shop was 6 feet from the people in the house behind ours. They had a baby whose room was just behind my shop. I made an enclosed cabinet and baffle system. The entire inside was lined with stick on carpet. Outside too. While very loud by itself, the vac was very quiet when enclosed, double filtered and baffle for air circulation. I checked the temp on occasion and it was never hotter than 90° coming out (with my AC on about 75°). The point is - even a 2 1/2" vac can be made into a good DC system for pen turning, and filtration can be done.
I want to second all the recommendations Hank is making here. I, too, had sudden and horrific reactions to CA fumes. For those who have negative reactions to it, they can be very, very severe. They also seem to come out of the blue, even when in the past you have had no issues (I used CA glue throughout a lot of my life for actually gluing things together, did a ton of modeling as a kid and teen, never had reactions...until I did.)
My issues did not get resolved until I did most of the same things. N99 respirator with replaceable filters, floor fan to blow fumes away from me, etc. I actually ended up with a Sundstrom PAPR in the end, which has organic fume filters and dust prefilters, and uses a powered fan to blow air into the full-head shielded respirator. The sunstrom was expensive, but if you plan to spend a lot of time wearing a respirator, you get much better oxygenation with the sundstrom than with a passive respirator (I have a 3M half-face mask with the pink and mustard organic filters...it doesn't take long before its hard to breathe with that...the filters are very strong, so you don't get as much air per breath).
I am still working on a DC. Its the next thing on my list. I've been considering doing something like what Hank described...building a sound-dampening enclosure for it with proper baffling. In my research, the baffling is really critical to deal with the exhaust air pressure. In my case the DC will be handling dust and chip collection for everything in my shop, so I'll probably be going with 6" primary ducting, down to 4" hose in some cases...but I will be doing cutting, sawing, turning and sanding large (sometimes very large segmented) items, etc. If all you are doing is pens, 2.5" might do... In my experience, sanding is what produces the most dust, even with a pen, with a 2.5" hose, a lot of the sanding dust goes strait into the air (even with the intake a couple inches from the pen)...if you are using CA finish, then its the same with CA dust. CA dust is just as bad as the fumes in my experience...in fact, the problem with either is the particulate seems to be a respiratory irritant, as the fumes solidify into particulate the moment they hit the moisture in your lungs. Even with an air filter, a lot of that dust still settles all over everything... So, if you REALLY want to deal with that fine remnant dust...4" might be better.