Based on the information provided, the arsenic claim is not supported. Didymium glass is named for the rare-earth elements praseodymium and neodymium, which are the key components associated with this type of filter. In normal use, those materials are bound in solid glass and are not considered a practical hazard to the photographer.

These filters are also sold under other names, which may explain why they’re harder to find if you search only for “didymium.” Look for terms such as “enhancing filter,” “red enhancer,” or “intensifying filter.”

If your goal is specifically to suppress sodium-vapor lighting, another option is a sodium notch interference filter designed to block the sodium emission lines around 590 nm.

So, from the answers here: there’s no confirmation that didymium filters are banned in Europe because of arsenic, and everyday use of a solid-glass photographic filter would not generally be considered dangerous.