Can there be any unhealthy side effects to using a vape (e-cig) without nicotine?

That's the problem: Tobacco companies producing e-cigs have not had to do any research because courts ruled that it is just another kind of cigarette, and the fda has no jurisdiction. The propellant is propylene glycol, which is in an oil. What this does when inhaled is simply unknown in humans. The additives, flavorings, preservatives and whatever else is in them also have not been studied. We simply cannot say now.