I've run into issues with vanillas-- they make me hoarse. I think I remember that vanillin (used in some vanillas) might be on the no-go list. I DIY so I have (some) knowledge about what goes into my vape, and I do avoid cinnamon as well, as I think I also heard that some of those flavors contained things that weren't great to vape. Please note I haven't done an exhaustive search on this, but I do find that my body will let me know if there's a flavoring that's causing huge issues. I do occasionally run into one, and since most flavor makers won't give up their proprietary ingredients list (though not all), this is most likely why the vape shop told you this. Though, the vape shop I used for flavors for a while employees would only tell me they are "FDA approved" flavorings. Which is true-- for FOOD, so it's not really that helpful.
I'd also say that prior to this whole issue, there were folks vaping those flavors, and while I do what I CAN to keep my flavoring safe (mainly by not vaping a high VOLUME of flavoring, I'm at about 6 ml per day) and by using low flavoring content in my DIY mixes, I tend not to worry about it TOO much, as I still believe that vaping is safer than smoking, and I do HOPE that many vape shops are not using that flavoring, but I also do think it's less of an issue than it was originally made out to be. With that said, I am not a scientist, I can only go by my own Best Common Sense and it's not enough of a worry for me to eliminate flavoring altogether, though you can vape unflavored e-juice if you are really worried. VG has a bit of a naturally "sweet" taste to it.... I just keep in mind, "Combustion is the real killer," and do my best to be as safe as possible.
Vaping is Harm Reduction though, not harm elimination, and I'm not sure we will get complete answers to these questions for some time.... Vaping hasn't been around as long as cigarettes, where many of the dangers are completely known. I really am not hearing reports where vapers are keeling over right and left from flavorings, though, either.
Anna