Yes, that's true that HEPA is very efficient at particles in the 0.01 to 0.1 micron range. It may also be below that, but I personally haven't seen that data. But because HEPA fails to filter gases/vapors, its performance must fall off before 1 angstrom = 0.0001 micron.

> odors are not particles at all but rather gases/vapors

I think the confusion comes from people referring to "particulate" as particles of >= 0.01 micron, whereas in physics we say that gases/vapors are also composed of particles. They may be single atoms floating (can't actually come up with an example though) or small molecules like O^2, CO, etc, but I'd still call those particles.