It does not matter if you are using welding rods or are TIG or MIG welding. Even if you are using a plasma cutter to shape metal. The problem is the fumes made when heating metal to its melting point. Coated metals are the worst. They put off gasses that can make you choke. This is why I bought a weld fume filter for the area in my shop where we fix metal frames and other things. We do mostly repairs rather than fabricating, but even occasional welding makes the whole shop stink with fumes.
A friend recommended to me the weld fume filter I bought. It sets up right where you are doing the welding. You turn it on and it pulls away all of the fumes and even the sparks created by welding. Inside is a metal portion of the filter that stops the hot metal particles that create showers of sparks. The next stage is a pleated filter that stops larger particulate matter. After that is the HEPA filter. It stops the really fine stuff. Then the air going through the machine passes through a carbon filter. That removes odors.
The guys who weld used to warn the rest of the shop when they had to make a repair. A couple of guys had to take a break until it was over because the fumes really worked negatively on their lungs. I own the shop and am one of those guys! Welding is a necessity, but it can be done cleaner and safer by installing a weld fume filter machine. We are starting to do more metal repairs and cutting. I was thinking of building an addition onto our shop to make space for a couple of more metal repair areas. I will be adding the fume extractors to every station.