This is what I did maybe it works for you too. I built the cyclone from the video and made sure I could attach the existing vacuum hose and another hose that I bought to the pvc fittings I bought to make the cyclone. The cyclone really does spin and catch a lot of stuff and saves on vacuum bags. The other benefit is you can just disconnect the shop vac to vac the floor or whatever without messing with the hose that goes to the cnc.
So in your drawing I guess replace the adapter with the cyclone and build the cyclone to be the adapter as well. That’s my 2 cents.
I have a Dewalt vacuum that uses a 1 7/8" hose. The hose I purchased to go from the cyclone to the dust shoe is also a 1 7/8" hose. It cost about $40 on amazon and was the most expensive part of the build. It came with some adapters and one of them fit nice over the pvc. The other side I 3D printed an adapter.
Your 2.5" hose is bigger than the pvc parts he used but they make all kinds of pvc parts and maybe you can figure something out for connecting. You could also make the whole pvc part out of bigger pvc pipe as I think your shop vac probably moves more air than mine.
There was also a second part to the video linked at the end of the video, not sure if you watched it but he used two more buckets to beef it up a bit because it will collapse if you block the intake with the original design.
Edit: If you find something close to fitting but a bit to small, like maybe the coupling for a 2" pvc pipe, you can wrap with duct tape to get a good fit. I’d bring the hose to Home Depot or Lowe’s, or just the end if it’s removable, and mess around in the plumbing section and see what you can come up with.