I am so allergic to dust and can't seem to control it in my house. Was thinking if i had long white gloves it would help. Tried long sleeves and short gloves too hot even with air conditioning and dust still landed on my wrists.
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I would change the air conditioning filters more often. And have the doors and windows felted..strips of felt put in to keep the dust and air out. Lived in Albuquerque many years ago and the wind and dust were constant there. Wish that then I'd have known about the films they now have for putting over windows to keep out the fine dust and wind. But even with the windows and doors treated this way, every now and then you MUST open the doors front and back to let the clean wind blow out musty air.
I'd suggest you cut down on overstuffed furniture and go with wood as much as possible, cushions and pillows with comfy washable covers. Think Frank Lloyd Wright instead of Victorian.
And are you sure there's not mold in your house as well as just the dust? Do make sure of that, even to the point of having a town inspector come in, because the mold could really ruin your health before you have much idea it is there. You don't have to actually SEE the mold, you could have it inside your walls with an unseen water leak from the roof, from a weakened pipe, or condensation from that air conditioner you might have, etc.