If you weren't bothered by lye fumes when you were making the lye solution and making your soap, any danger from NaOH mist in the air is long gone.
Lye fumes are created only when the lye solution is extremely hot. If you can see mist rising from the lye solution like steam from a cup of coffee, it's a problem. But you can control the problem with some common sense steps. The fan and open window are both good steps to take, but also focus on keeping as much of the lye mist IN the container as you realistically can. If the lye mist stays IN the container, it won't be floating around in the open air to cause mischief.
Keep the lye container lightly covered at all times when the lye solution is steamy hot (don't cover tightly because you don't want pressure to build in the container.) You can even cool the lye container in a bath of cold water to get past the misty, steamy stage a little faster. Or make the lye solution outside and leave it outdoors until it gets over being steamy. Regardless, the key goal is to keep the lye container lightly covered until the solution cools below the steamy, misty stage. After that point, the danger from the lye mist is over.
NaOH mist will be extremely irritating to the respiratory tract, so it will be next to impossible to ignore it if you happen to breathe any in. Your nose will burn, your eyes will tear, and your throat will feel rough and irritated.
To the good side, NaOH reacts quickly with anything and everything to form relatively non-toxic chemicals. That means by the time you're done making soap, any small amount of NaOH mist that might have escaped into the open air won't be a problem anymore.
I am far more worried about the effect of any fragrances you might have used, whether they be fragrance oils or essential oils. They are much more likely to be a risk to your health if you are forced to breathe them for hours in a confined area.