The drywal bag is designed for drywall, and they seem pretty efficient, but they depend on bing clogged with drywall dust to supplement the filtration effect. In random work in the shop, there is no guarantee that the particles in the bag will contain the particles you are currently producing. Sometimes those system discharge a little air when they start up, until the bag clogs. Plus the bag may not clog at all, if you are aspirating plastic ball bearings that fell on a floor that also is covered with sandpaper micro granules.
The particle size that will get you is not necessarily one you can see. The problem is once it is in the shop, then you are breathing it all the time, every time you move something, sneeze, or turn on something with a fan. The key is never to introduce anything in the first place. So I do most of my bad stuff out of doors. Which really cuts into my year. Also, there is stuff I just won't do. Everyone who dry sands has abundant nasties to worry about.
SOLUTION - I had a QSP shopvac that I love, it is handy, quiet, and powerful enough for local extraction of some tools. I bought an LV goretex hepa filter for it. Another option is if your SV has an exhaust hose attachment, well for one thing you can blow the dust outside to some kind of containment, if the weather permits. But you can buy any large surface area hepa filter, and just box it on the outflow. Your primary containment is the drywall bag, secondary is the hepa.
(these are solutions to the hepa problem, not the full on problem. If you are doing bad things in your shop, and you work a lot, and it is not like an operating theatre, that you can clean out perfectly. It is a problem. I used to get this guitar making magazine. Guitar making is small scale, and there is nothing like sanding down a boat hull made of fiberglass, most of the guys work really clean. But they use a lot of CA, exotics, pearls, nitro, etc... The magazine was full of all the obituaries to not terribly old builders. Hmm.)