In my undertaking I'm using a CM2009 IC between actual VGA controller and VGA output connector. It can be pointed out within the datasheet for this IC which i can use EMI filters on HSYNC, VSYNC and DDC channels proper just after IC and prior to VGA connector. Nevertheless there https://collinathsb.blogdigy.com/getting-my-emi-emc-filter-circuit-to-work-46695104