In my project I'm using a CM2009 IC between true VGA controller and VGA output connector. It's described inside the datasheet for this IC that I can use EMI filters on HSYNC, VSYNC and DDC channels right soon after IC and prior to VGA connector. Although there are no specs https://martinejquv.ambien-blog.com/37536983/the-fact-about-emi-and-emc-filter-that-no-one-is-suggesting