I'm not sure activated carbon is going to achieve what you want in this situation. As far as I know, activated carbon is really good at organic compounds and odor, but ultra-fine particles from welding require a different type of filtering. The industrial weld fume filter systems use large paper blend filters for a reason. The ones that offer activated charcoal filters usually do so as an add-on, and usually with the caveat that they are for odor control.
Using just the factory WEN filters will only get you to 1 micron. You really need something that will get 0.1 micron, which even HEPA doesn't do (0.3 micron). Even if you equipped the WEN unit with an ultra-fine filter, the next issue you'd run into is that the blower would be so restricted, I don't know that it would pull enough air through the system to be effective.
As much as you don't want to hear it, an exhaust fan is probably your best option for ensuring clean air in the shop. A lot of guys use bathroom exhaust fans mounted above their weld benches, duct them through the roof or wall, and run them only when needed. While you still will use some heat, it beats losing all your heat by having to open the door.
