A while ago I thought about gong vapour phase and I looked a bit into the equipment. The liquid is quite expensive, but apparently it's not such a big issue because the loss of liquid is minimal during a soldering cycle.
But the ovens themselves are ridiculously priced IMHO. Those ovens are not much more then a horeca pan with a heating element and thermostat. That's EUR 50 worth of hardware. Add some extra markup for a fancy box, a TFT with some settings and the low volume production, and that would get it somewhere around EUR 500. But the eleshop version is over EUR 3000. Just ridiculous. Because horeca pans are cheap and easily obtainable, this makes it a good candidate to DIY. If you want to DIY, then I do recommend to do a bit of research first. There are some details that you have to get right to do it properly.
One thing that could help with recovering the liquid is to put a tube around the top of the lid, and have some (cold) water flow though it. The liquid will then condense and flow back instead of escaping as gas through the gap in the lid.
Another detail is to put the lid under an angle. Goal is that drops do not fall off in the center, but are guided to the side so they don't fall on the PCB.
Yet another detail is to build it in such a way that the complete heating element is in contact with the fluid. The heating element may not come in contact with the gas, as overheating the vapour can lead to decomposition of the vapor, and that releases very nasty chemicals. Keeping the heating element submerged in the liquid prevents that, without having to use a very fancy thermostat.
Edit / Addition:
I've been looking at bunch of pictures of these things, and some of the cross section diagrams show cooling coils, but I think those are mostly used for the bigger industrial systems, and not for the EUR 3000 "lab scale" systems.
https://duckduckgo.com/?q=vapor+phase+soldering+machine&iar=images&t=h_