You can actually buy spare nose pieces off Amazon. I would guess a paperclip would work fine as long as it holds its shape well when bent, but it seems like bendability is important - I used a surgical one I was given in a clinic I visited a few days ago which had a nose piece, but it didn’t hold its shape properly and it made it useless as a glasses wearer.
And yes, you can buy disposable PM2.5 filters easily online. I’m hesitant to recommend any particular ones since I don’t know which brands are properly safety tested and which aren’t, but I would assume anything is better than nothing (and likely also better than regular paper).
I should really just make my own - I do have a sewing machine but I also have no free time!