The best thing you can do is to get a good quality indoor air filter for your home, office and if you have one, personal vehicle. And change the filters as appropriate.
You need FFP3/N99 respirators for best protection (unless you're willing to don on a full gas mask, which is doubtful). I've been using 3M respirators for years, and although they're sold as disposable, they usually last for at least a week.
E.g. https://www.3m.co.uk/3M/en_GB/p/dc/v000265948
It's snow white out of the box, and after using it for a few hours outside even in relatively clean air, it turns gray (and then dark gray if rubber straps hold for long enough).
The thing with these respirators (and also HEPA filters) is that they become better at filtering out particulates as they get dirtier, not worse; but their resistance to air also grows, so it gets more difficult to breathe over time. The rubber straps usually break before the respirator is very dirty anyway.
Note that these won't do anything against other pollutants (like nitrogen oxides), you need proper gas masks with special filters against those, they cost a lot and only last for a few hours.
The thing with 3M masks is that PFAS is used in certain models / batches, and in worst case scenarios (prolonged usage, sweating) you can get exposed to it.
I only use them when the air is really bad.
I use this [0] GVR mask when working around concrete dust, and I've found it to be very comfortable and effective.
That doesn't directly answer your question about urban particulates and PM 2.5, but if you read its specs and it sounds appropriate, I can recommend the product.
[0] https://www.amazon.com/Respirator-replaceable-reusable-filte...
A well fitted N95, and good air filters at home.