Been fighting with my Millermatic 185....

Weldaid/ Lube-matic-pads are great. I sell a ton of it and the guys like the results. A new liner would likely help you. And both Lincoln and Miller have youtube tutorials that can help you a lot. I don't know where you are, but find an Airgas location near you. I can tell you where it is if you tell me where you are. We can hook you up with all the help and advice you need.
CO2 will be a dirtier weld. A lot more soot/smoke when welding. good for exhaust type work, not as good as 75/25 for body work or frame type steel. I take it you are welding indoors???