In my undertaking I am using a CM2009 IC between true VGA controller and VGA output connector. It is really mentioned while in the datasheet for this IC which i can use EMI filters on HSYNC, VSYNC and DDC channels suitable immediately after IC and in advance of VGA connector. https://deaniwhrb.mpeblog.com/55445245/indicators-on-emi-rfi-filter-you-should-know