Some people , after working with Epoxy develop an allergy to it
Yup, typically a contact sensitivity to the hardener. The hardener also has BPA in it, which is why you typically go light on the hardener (usu ~10%) when building epoxy water tanks to be sure there's no catalyzed hardener in the matrix that could leach into the water. I wear surgical gloves for layup and change them often and (knock on wood) have had no problems in 20 years of using the stuff. Still, that sensitivity can develop anytime and once you've got it, you've got it for good.
Additionally, the sanding dust is pretty fine and, if it has glass dust in it, the particles will be small enough to get into your pores and itch for days. The 'trick' there is to jump in the shower when you're done and turn the water as cold as you can stand. Your pores will close up and allow the dust to be rinsed off rather than sucked in...then you can turn the heat back on.
When I'm sanding indoors, I use a shop vac attached to the sander. If you don't have the right attachment for your sander, you can make one. Get a short piece of PVC that fits the hose and shape one end with a heat gun. Duct tape will keep it in place.
Again though, there's never a substitute for safe shop practices and the right PPE, worn correctly.