Small enough particles can easily pierce the blood brain barrier. https://pmc.ncbi.nlm.nih.gov/articles/PMC10141840/ They also appear to interact with human gut microbiota. https://pmc.ncbi.nlm.nih.gov/articles/PMC11056917/

What they do there is up for further study.

Many studies show a high correlation with childhood respiratory defects and living near roads (or even attending school near roads) specifically a road with diesel truck traffic, and a recent study showed a decrease in effects when air filters are installed in the schools. https://pmc.ncbi.nlm.nih.gov/articles/PMC6949366/