In my venture I'm using a CM2009 IC between actual VGA controller and VGA output connector. It can be pointed out inside the datasheet for this IC which i can use EMI filters on HSYNC, VSYNC and DDC channels ideal soon after IC and in advance of VGA connector. Although https://edwinibhnr.ourcodeblog.com/31371828/the-greatest-guide-to-emc-emi-filter-wikipedia