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As a general rule, we see the IoM as fairly wasteful in a lot of areas.

However, I realised that there is one area that they must have almost 100% recycling, and that is oxygen.

They have star ships that can be travelling for months, if not years outside of warp space and they have planets who have ruined their atmospheres to the point that it is not possible to breath the air. Yet humans are still able to live on these ships and planets. This tells me that:

They have a way of creating oxygen out of virtually anything.
or
Their ships and Hive Cities have entire decks devoted to plant life and woodlands (something we certainly never hear about if they do),
or
They have a way of recycling almost all breathed air (I doubt it is a full 100% and these hives and ships need to be resupplied from time to time). But I doubt these ships are stopping after every jump to resupply).

I'm curious what you guys think on the subject, and if there are other ways that they solve these problems.

The Imperium is living in the wreckage of a staggering post-cyberpunk golden age with functionally unlimited energy and absurdly effective nanotech that makes Star Trek look positively prehistoric. The limiting factor isn't their technological capability, it's whether they have any idea how any of it works, and whether hostile machine spirits/daemons/both will use it to kill them if they turn it on.

There are things called CO2 scrubbers that purify the air in enclosed systems (like submarines or spacecraft).

They have systems like that on the ISS, and in industrial chemical plants.

The Shuttle even had this system:
Regenerative carbon dioxide removal system

The regenerative carbon dioxide removal system (RCRS) on the space shuttle orbiter used a two-bed system that provided continuous removal of carbon dioxide without expendable products. Regenerable systems allowed a shuttle mission a longer stay in space without having to replenish its sorbent canisters. A system based on metal oxide primarily consisted of a metal oxide sorbent canister and a regenerator assembly. It worked by removing carbon dioxide using a sorbent material and then regenerating the sorbent material. The metal-oxide sorbent canister was regenerated by pumping air at approximately 400 °F (204 °C) through it at a standard flow rate of 7.5 cu ft/min (0.0035 m3/s) for 10 hours.[12]

Water and oxygen can be reclaimed and reused. Whether it is exhaled water or excreted water makes no difference.
We also exhale most of the oxygen we take in (we take in a little over 20% and exhale 16% and much of that intake is bonded to Carbon in our breath that we exhale. )

The Imperium seems to recycle pretty much everything, not just air. From the retrieval of gear off dead guardsmen, to even solving food issues with questionable methods like Soylens Viridians aka corpse starch and recaff.

This ssems like a nice low tech way to do it.

A rebreather is a scuba device that allows you to breathe your own air over and over again and produce no bubbles. To allow you to rebreathe your air, the device must do the following:

Remove your exhaled carbon dioxide. This is accomplished through the use of a cannister of sodium hydroxide (Sofnolime). The carbon dioxide (gas) reacts with sodium hydroxide and calcium hydroxide to form calcium carbonate (solid).
Replace oxygen that you have consumed. Small tanks of pure oxygen or mixed gases (nitrogen-oxygen or helium-oxygen) inject fresh oxygen into the breathing loop.
Control the oxygen concentration in the breathing loop. Solid-state oxygen sensors monitor the partial pressure of oxygen in the breathing loop and send this information to a microprocessor that controls the oxygen-delivery system.

I like the idea of being able to control the oxygen concentration during any kind of uprising or mutiny.