The smaller the lens aperture, the more obvious any dust on your sensor will be. There's still dust on there even when a large lens aperture is used, but they are more blurred in images and tend to be "hidden".
I don't know why a circular polarizer would make dust more obvious. Probably due to increased contrast and reduced reflections in images for it to "hide" in.
One of the "problems" with most mirrorless cameras is that their sensor is exposed when the lens is removed. It's also fairly far forward in the camera body. In a DSLR, it's deeper in the body and hidden and "protected" behind a closed shutter, which in turn is behind the mirror.
Some manufacturers are starting to design their mirrorless to close the shutter and protect the sensor, whenever the lens is removed. I know Canon has done this with their more recent full frame mirrorless R6 and R5 models. I don't know if any of the Nikon Z do this, but would hope all manufacturers begin to build this feature into their mirrorless.
So mirrorless are more "prone" to gathering dust. Even if you never remove the lens, most lenses move air in and out of the camera body and can transfer dust in the process. You'll likely need to clean the sensor more often than you would have with a DSLR.
A few things that might help...
1. Minimize lens changes and particularly try to avoid doing them in dusty situations. If you remove the lens for storage, promptly use a body cap on the camera and a rear lens cap on the lens to minimize dust gathering on them.
2. Be sure to leave any sensor self-cleaning cycle enabled. Many cameras now have that and automatically run the self-cleaning cycle each time they're turned on or off.
3. Do a thorough, careful cleaning and as a last step use a "sensor pen" to gently "polish" the surface. Other sensor cleaning steps frequently leave a little bit of haze on the surface that allows dust to "attach". The sensor pen polishing removes that haze and makes it quite a bit more resistant to dust getting stuck on the sensor and helps the automatic cleaning be more effective. (Note: In case you don't know, it's actually a protective filter in front of the sensor where the dust is gathering and that you're cleaning.)
Good info on sensor cleaning can be found here: http://www.cleaningdigitalcameras.com/
Note that often a "wet" cleaning is needed to remove oils from the surface. Shutter lubricants, most likely... Or finger oils if you accidentally touch the sensor. Those oils in particular can cause dust to adhere to the sensor so that the self-cleaning cycle, which vibrates the sensor to "shake off" dust, won't remove it. Also note that if oils are on the surface, it's important to remove them before using other steps and methods of cleaning, because any oils will contaminate things like sensor cleaning brushes and sensor pens, ruining them.
EDIT: By the way, cleaning the lens and filter will likely be of no help. Dust on either of them will not show in images. (In DSLRs, the same is true of cleaning the mirror and/or focus screen.... will have no effect on dust showing up in images.) Dust on lenses and filters can cause additional flare effects and a lot of dust can affect resolution... But it's very unlikely to be defined enough in images that you'll actually see specks on (or in) either lens or filter. It has to be something surprisingly large on (or in) a lens or filter to actually show up in images.