I thought I should post an update in case other people face a similar situation in future.
I’m happy to announce that the CT sensors actually worked really well measuring currents from the VFD. I tried both the YHDC sensors and Magnelab sensors, and they don’t seem to be affected by the VFD noise. The theoretical calibration constants gave an accurate reading when compared to a calibrated analogue meter, performing much better than the digital multimeter which was giving completely spurious readings.
We’ve installed it on one phase going to a milling machine at one of our solar sites. The data is being sent to ThingSpeak here, which allows us to remotely monitor rough power consumption, and when the machine is being used: https://thingspeak.com/channels/1552034
I tried shielding one of the Magnelab sensors but unfortunately the 3.5mm breakout board broke off so I didn’t get to test it. It doesn’t seem like shielding was that necessary in our application though (Surprisingly as it is definitely a noisy VFD environment judging by the digital multimeter).
Thank you everyone for your help so far! Still lots more learning and reading up to do for further improvements! Code is here for anyone that wants it, and the circuit diagram is shown above. https://github.com/nasherxh/ESP32CurrentSensor