Well okay. 
I've come to a conclusion about all this. 
First I'm gonna get an exhaust fan or dye the leather outside. Of course that's if I use the solvent/spirit based dyes and also use proper equipment such as gloves and maybe a facemask.   
Two I'm gonna make the transition from using solvent/spirit based dyes to the water based dyes.  
Three I don't sand leather much but I do skive leather a lot. SO I would want to purchase a handheld vac just so it doesn't end up on the floor.  
Four In any time I would use a sander or a spray, yes I would use a respirator.  
But in any case I'm most worried about vapors. Especially if it's coming from the dyes. I use Fiebing's pro oil dye with a dauber.  
As for glues I've already started using the eco-weld glue.  
So far I like it.  
I also do have a head knife but I always use the roller knife instead, just ease of access plus the round blade can be retracted with a button.  
Okay thanks everyone. 
I do feel a bit better.