Yes, commercial ball screw covers are available, but they are targeted at professional machines, and so are not only too large for a homebrew machine like his but also priced for pro budgets.

To get the most out of ball screws, they must be protected from coolants and debris. Today’s machines tools routinely operate on a 24/7 basis with little, if any, downtime allowed for routine ...

High-load ball screws, such as this one from Thomson, can be used in machines for injection molding machines, metal pressing and forming, straightening, and tube-bending machines, as test rigs.