You own a personal 3D printer that accepts 3rd party filament and you've purchased a selection of cool colors from an online shop - but is that filament safe?
Aside from the obvious choices of color, quantity and filament diameter, the one factor most considered is price. Usually the lowest priced filament that meets the first four requirements wins your business.
It's possible that the filament you purchased from an inexpensive overseas manufacturer contains a slightly different chemistry. Some regions do not have the same safety and materials standards as others, thus it's possible your cheapo filament may be toxic to some degree.
Why would this happen, even if it was permitted? Additives are used to develop a full range of colors, and it's possible that certain colors make use of potentially toxic heavy metals.
What can you do? We see only three choices:
Accept the risk and continue your business as usual. You're probably doing this one already.
Check with your filament supplier to ensure they provide non-toxic filament. While some vendors make a point of doing this, others may simply buy inexpensive filament from manufacturers just as you might.
A third action you can take is to simply ventilate your PrintCave a lot more than you do now. Step away from that printer, go outside and get some fresh air. And do the other two steps, too.