Many are using Nuvair and buying by the gallon, there are also equivalents by other manufacturers.https://www.nuvair.com/nuvair-751.html
When the unit is new, I would do a little break in time under no load, then after +_30mins use, do an oil change. Oil will be very dark as the new rings seat in. Then after that changes aren't needed that often. I'm over three hours use and oil is still pretty clean, and the color doesn't mean it needs changed yet. Read the oil manufacturer's specks.Good oil costs a bit more upfront but lasts a long time.
No, the one I'm using is similar to the Air mega often found on eBay, and it's filled with color-changing sieve I purchased off Amazon. You can see the bottle in the lower-left corner of the shelf in the picture of my system. There is a tampon plug in each end with the sieve in between them. There are probably more guys using the Gold Tuxing filter which is bigger than there are using the smaller one like I'm using. I just have to inspect the sieve a little more often.
I bought the basic Yong Heng from Amazon about a month ago. I had to wait for Nuvair oil to show up but it is running now and working well. I had trouble with the cheap SCBA valve set I bought off Amazon and I am waiting on the replacement or it would have filled my SCBA tanks already.It fills my Avenger to 4000 psi in less than a minute. It fills my little Prod to 2500 psi even faster. I waited to fill the Prod until I got used to the sequence of events and was sure I could shut it down quickly. In reality it is not hard. But filling guns is very fast. Temp barely gets over 30 C filling the Avenger. I just bought a quart of the Nuvair oil, should have gotten a gallon. Shipping was as much as the oil. But it takes awhile. If you are sure you are getting it I would order the oil first. A quart gives you enough to fill it and change it once. I also bought a bigger water pump off Amazon and it works fine. I have the smaller, cheaper, chinese air filter on order (the black one from ali baba). It is supposed to be in the states. I need to order the molecular sieve from Amazon so I have it when the filter shows up. I see no need for the activated charcoal so I will just fill the housing with the sieve. The gold one is twice as much and I don't think it's that much bigger. The little filter the Yong Heng comes with works but the first "tampon" got dirty pretty quick. Another minor thing I got is a switched outlet. I don't like plugging the water pump in to turn it on. Ordered 4 from Amazon for $15. Not sure what I'll do with the other three. You can get 2 for $10. Now I just flick a switch to turn the pump on. I am fortunate to have a double sinck in a utility room off my garage. 4.5 gallon drywall bucket goes into one sink with a power strip nearby along with the compressor. A counter nearby can hold the gun or SCBA tank. Seems like it may be my "permanent" setup. I will use ice in the water to fill my SCBA tank but I don't need it to fill my guns. Not even close to needing it.