With FDM it all depends on what material you're using. PLA smells weirdly sweet(like syrup), if you're running the nozzle hotter than absolutely necessary you're also getting soot particulates in the air. An enclosed printer with a built in HEPA filter(as in filtering the air inside the printer like a bento box, not just a filter on the exhaust. Also need to make sure you aren't using acidic activated charcoal or it can ruin your machine) and an open window mitigates this but you can have problems with the chamber temp being too warm so it's a balancing act. PETG doesn't smell as much, but it definitely releases particulates into the air, but at least you can leave the chamber closed for the filter to do its job.
ASA and ABS fucking stink(ABS is the worse of the two), and I recall reading at least one of them discussed as releasing formaldehyde. Not that smell alone is a good indicator of toxicity(plenty of toxic shit has no smell) but even with a chamber closed, and filter, I wouldn't want to be in the room with one of these printing without a ton of ventilation.
TPU also fucking stinks however I rarely print with that and it's usually just a quick job. Dust cover for a port, small gasket for something. Shit like that. PC I've got but never found a reason/excuse to use it. Most home filament dryers can barely dry nylon/PA to any degree worth a crap(they usually just can't get the air hot enough without having hot spots within the device itself) and it's extremely sensitive to moisture problems.
All of this is also increased by not drying your filament, as damp filament basically causes microscopic steam explosions once it leaves the nozzle(in addition to messing with your print quality). An FDM printer without an enclosure, I'd be more inclined to treat it like a resin printer with anything other than PLA. You can see what I mean about the moisture issues here. It's worse because it's nylon, but this is what happens with filament with too much moisture in it. Something like the polydryer will handle up to ABS/ASA just fine as a single spool, but the 2 spool adapters you can print(don't use PLA for those) only really work on PLA/PETG because a single polydryer unit at max temperature just doesn't produce enough heat/airflow for 2 spools of ABS/ASA at once.
At least with an enclosed FDM printer, even if it doesn't have a chamber heater the bed alone will keep the interior pretty warm unless you're actually trying to use it in a garage at -25C or something.
As far as warhammer shit, I use my FDM printer for terrain, bases, rulers(deep strike gauges and shit). As much as people talk about FDM for minis, I still have yet to see one that doesn't look like shit once paint is applied even with a small nozzle and layer height, or is just super simplistic to the point of not wanting to bother putting paint on such a boring model.
