However, a bigger concern upon a glance is that this process does produce NOx emissions...

The hydrogen is used for reducing the iron oxides, that's the whole point of the process! That is,

FeXOY + H2 => Fe + H2O

Depends on how we define 'waste' and at what part of the process.

When they start with the rock from the ground/pit, the rocks/etc are often crushed, running through some sort of slurry while basically separating the 'ore' out from silicates/etc that will be around them. I'm guessing this is already done close to the site, since transport cost could be fairly high even by past standards.

What you wind up Iron ores that are considered 'worth' mining, the actual Iron content is anywhere from ~48% to ~72%. They'll typically have Oxygen, Possibly also Carbon or hydrogen as the 'impurities'.

So, there's still a lot of potential waste in transporting all of that.

[0] - Also, that would theoretically be useful in filling the pit back up, one would hope. But not sure on that one.

In the mining of iron ore there is a step called "beneficiation" which involves the wet processing of minerals - this is not unique to iron ore and is common to many mining operations for a wide variety of materials, wet processing produces a waste slurry known as "tailings" which are typically stored in a dam or similar (https://en.wikipedia.org/wiki/Tailings_dam) - tailings dams have been the cause of major environmental issues in the past. Such as the Brazilian Dam failure in 2019 which killed 250+ people.

After beneficiation Iron ore is transported to a steelworks where it is smelted. The smelting process produces a further waste product "slag" (https://en.wikipedia.org/wiki/Slag) how much slag is generated depends on a few factors such as the efficiency of the plant and the quality of the raw materials. Steelmaking slags can have some further use, for example it can be used in the concrete and cement industry and as a road base but how much if any of it is recycled very much depends on the country and the steelworks in some countries, particularly those with looser environmental restrictions slag is sent to landfill.