Any filter in a converging light path will affect the focus but it will be minimal.

Your title is a bit misleading as narrowband and O3 are essentially the same thing. You can image the Veil and other nebulae in RGB which are wide band filters but can still be effective at cutting out light pollution. Narrowband filters of around 5-12 nanometers usually come in Ha, O3 and S2 flavours for imaging. The Veil gives a splendid response in Ha and O3, others vary quite some.

You will not really need a light pollution filter with any of the above but narrowband are much better at cutting through the murk.

As for size the bigger the better as small filters can cause quite bad vignetting. If your camera has a small chip then 1.25" may well do the job. Position them as close to the chip as possible to minimise the vignette.

If you are new to this I would stay with RGB for a while.

Dennis