Hi
For sawdust, go to any joinery firm.  They will have machinery that is connected to extraction tubes and sawdust will be collected in large refuse bags.  Ask if they have sawdust that does not have MDF dust in it.  Normally, they will be happy for someone to take a bag away for free.
Oil of cloves, I don't know.  A pharmacist or health food shop perhaps.
For linseed oil, I think you may mean boiled, not dry.  Bottles are normally easily available from hardware, DIY stores.  You only need a little at a time for your mix.  Wipe the top of the bottle before putting the top back on since the linseed oil can dry quite hard.
David

I don't think there's any way to identify it in its current form.

The safest way to collect good sawdust may be from a high-quality cabinetmaker (etc), where you can ask if they use MDF or not.

You might even check with friends who do woodworking.

Sue

If I understand propertly about MDF (multi-density fiberboard):

1) The dust is very fine, and can be inhaled deeper into the lungs when inhaled. Once there, it stays there, and can cause problems later in life. It's not good to inhale any wood dust, but the fineness seems to make it worse.

2) It contains formaldehyde and undesirable resins.

Sue