If you are using standard heating and cooling, you will loose the air you paid to get to the right temperature. This is why the air is recirculated in most systems. That means filter socks or similar. Contact Oneida Air to get info on what it will take. My filter socks run in a plenum up in the rafters, with a clean out in the bottom.
If you want to drop shavings outside, you then need a rotory valve to keep the pressure high in the system, forcing air thru the filters. Then you can have whatever type of heat you like since the shop is not de-pressurized by the fan.
Another negative for your plan as presented is that if you have a combustion type heat - gas, oil, wood, etc. the fumes may not go out the chimney but be sucked into the shop and kill you.
The talk of moisture and clogging is not an issue - I'll bet lunch on that one.
If you proceed with your plan, I'd take it up a bit and park a trailer under the outlet and make it easier to move to where you want it. It will really improve the soil over time, especially if you can turn it a bit to get it mixed in with the existing soil.