In the mornings I breathe harder when I get up whether I leave the filters on high or off all night. When I'm working an all-nighter till morning it's different. Then I breathe harder after a mid-day nap. It seems breathing is always harder if I've been a rest for a few hours. I think it takes a few hours of breathing hard, at a faster heart rate to saturate the blood & muscles with enough O2 to move around much.
COPD is a progressive disease, & the older you get, we all get a touch of COPD, or a bad case. The less pollutants & particles that get in your lungs the better your lungs will be. The pollutants can also cause infections, & cause your lungs to work harder. They fill up with more phlegm, to clean the debris & infections out of the lungs. The more phlegm in your lungs, the less they can absorb O2.
Even "natural" air can be full of lung irritants that people with lung conditions are more sensitive to.... dust, mold, dried microscopic particles of leaves & other vegetation, dried dust particles of animal poop, decomposing animals or insects, chlorophyll from freshly cut grass or bushes, ground level ozone, & even a barbecue, campfire, or chimney puffing pollutants from blocks away. High humidity breeds more mold & bacteria. It also displaces the amount of air & O2 available per cubic foot. Hot air is also less dense than cool air, so holds less O2 per cubic foot too. Thats why everyone with COPD should have at least 1 small AC unit to escape from high humility & heat.
A lawn mover, or car passing by when the wind is blowing the exhaust fumes your way can trigger a breathing attack. Standing at a busy intersection full of cars & trucks waiting for the light to change can cause me to breathe heavier than walking down a quiet street. Sometimes I walk the long way around, just to avoid the high traffic pollution & breathe easier.
So I can't time when I need the filters running the highest. I crank them up when I'm gasping the most, & turn them down or off when things are better.
I think your talking about the power consumption of AC, not air filters. In air conditioning, the compressor draws the most electricity. The blower draws very little by comparison. The compessor runs either on or off, not high or low (unless you have 2 compressor, 2 stage central air). When you turn the AC on low, you're only lowering the blower speed. The blower can consume 60-200 watts depending on the size of the unit. Turning it down lowers the blower speed & power to about half it's rated power. But the compressor on even the smallest window units can consume 350 watts every time it cycles on, to several thousand watts on large window units. So a low speed setting will only decrease the power used by the blower. But the lower blower speed will also mean the AC unit won't run as efficient as on a high blower speed. So the amount of electricity saved by running the blower on low will be negligible. But noisy AC units run quieter on the low speed.
Air filters however are only a blower forcing air through a filter to trap particles, or sometimes a charcoal filter to remove some gasses. Some may also have an ionizer or ozone generator which only consume a few watts. So lowering the blower speed when possible will save a lot of electricity, & wear & tear of the motor. COPD sufferers should avoid ionizer-only filters that rely on an ion generator with big fins, metal screens, or plates inside, with little or no true particle filters in them (or no or only a small fan in them). They just don't do a good job for COPD needs. The poorly designed ones also may generate some ozone & nitrous oxide, which is bad for the lungs.
Ozone & nitrous oxide is corrosive. It can break down a lot of bad chemicals, or kill mold in the air & in the room. But ozone should only be used in unoccupied areas. After it does it's job, the air must settle for a few hours, or be well ventilated before occupying the room. True air filters with real filters in them to trap particles that happen to have ion generators are OK though. Most of them pass the filtered air over negatively charges needles (not charged plates, fins, or metal screens). Those kind only generate negative ions, & cannot accidentally generate ozone (like when they get a little dirty).
There's a lot of confusion about negative ions. Negative ions are OK... if they're generated by charged needles. Other types may generate some ozone & nitrous oxide... especially after they get dirty.