I have done plenty of research and have found people only talking about E-Cigarettes, leaving me in confusion about if vapes without any nicotine contain harmful substances for your lungs. (I am not talking about E-Cigarettes, which I believe is a vape with nicotine.)
Colloquially “vapes” = “vaporizers”. Most vaporizers are e-cigarettes, but some are not. An e-cigarette is like a miniature fog machine: wicking material draws e-liquid onto a heating coil. Dry herb vaporizers (like for cannabis) work differently (e.g. with a heated plate).
E-cigarettes do not necessarily contain nicotine. It depends on if the e-liquid contains nicotine.
I have not seen any evidence that the presence of nicotine changes the chemical composition of the e-cigarette vapor (aerosol) besides for the presence of nicotine1 (obviously) and small amounts of impurities and degradation products (see “Public Health Consequences of E-Cigarettes” by the National Academies of Sciences, Engineering, and Medicine, page 193). Most importantly, no relevant amounts of tobacco-specific nitrosamines have been found in e-cigarette vapor.
In conclusion. If you decide to use a vape, without any nicotine, the question still lingers as to if it is still harmful to your lungs. Is it still causing damage?
Well, at this point, we do not have any evidence if e-cigarettes with nicotine cause respiratory disease or not (also one of NASEM's conclusion). So how should we make a comparison?
The amount of known harmful (including pulmonary toxic) substances emitted by e-cigarettes doesn't depend on the nicotine but very much on other factors, like the characteristics of the device2.
It may be that nicotine exerts a synergistic effect that increases any harm to the lungs by e-cigarette vapor. You'll certainly find studies which claim that nicotine opens pathways for other substances to harm the lungs (though the context is usually conventional cigarettes in that case), but I don't see something like a scientific consensus or estimations by how much.
Personally, I'd be surprised if the presence or absence of nicotine turns out to be an important factor compared to device design, usage (e.g. wattage) and flavouring.
If I had to choose, I'd use an e-cigarette without nicotine, though, but just because it lacks the addictive effect.
1 nicotine is typically extracted from tobacco and then purified
2 It's by thermal degradation, not combustion, how toxic carbonyls like acrolein are formed in e-cigarettes. But contrary to combustion in conventional cigarettes, thermal degradation is an unwanted side effect, and e-cigarette manufacturers can eliminate a lot of it without negatively impacting aerosol generation.
Similarly, manufacturers are able (as the study Metal Concentrations in e-Cigarette Liquid and Aerosol Samples: The Contribution of Metallic Coils. (2018) by Olmedo et al. showed) to reduce emissions of metals down to even environmental standards (this would be an overly strict requirement since environmental standards are about constant inhalation).