I have 4 box fans plus the furnace running in my house to filter the air. I am using MERV 8 filters which are not rated for small particles, but in just 2 days you could see the color difference. So they do work.
To the OPs question if you think your set up is too restrictive, provided you can find more filters, you could tape 5 together in the shape of a cube with one side open. So it looks like a open box, and put that over the ac. Still not attractive and will lower headroom, but when it is nasty like this you do what you have to.
