One day I might compile/clean up the ramblings I've done on flavorings. Might be helpful to someone; probably not. Until then, here's a little more:
Lipid Pneumonia
One of the major health risks vapers freak out about. It's a lung inflammation due to inhaling a certain amount of what are essentially fat molecules. One of the reasons there is vaping paranoia about LP is because of a lack of information and a large amount of misinformation. This information gap is largely due to chemists and doctors who feel zero need to help people make/inhale e-juice.
Are you a fire breather? You might get lipid pneumonia. Do you love psuedoscientific health crazes like swishing oil in your mouth? Good luck with that. Do you vape bacon fat?
Essential Oils
The unfortunately-named combination of chemicals that come from... um... things. Some EOs are pressed out of things, some are chemically extracted, some are distilled. Etc. EOs are hydrophobic, meaning they don't like water too much. Instead of incorporating, they'll cluster around inside water, like olive oil inside vinegar.
Some Things to Ask Yourself Before You Buy and Use Flavors
1. Does that essential oil I'm personally extracting have lipids in it? (The answer is probably not.)
2. Does the essential oil I'm buying from the store have an oil base?
---> 3. What does that company put in their pre-made flavoring I'm buying? <---
4. What are the chemicals/compounds I'll be inhaling?
5. How do the chemicals/compounds interact with PG/VG/heat?
Learn about this stuff before you vape extracts/flavorings... or don't. It's your gamble. Even trying to answer one of these five questions will help you learn a lot, and help you realize what else you need to ask yourself. For example, you might see that some people insist that you add a little nic to your PG while you're extracting. I haven't found any discussions on this, but since I ran into it, it's now a stupid, nagging thing in my brain. Another one: do you know how the lab crystallizes vanillin? My favorite: "OMG my menthol juice has crystals in it. Am I going to die if I vape that?"
Random Stuff
I've personally extracted flavors from dozens of... um... things. For booze. I might have permanent burnout from the years of doing it, which is partially why I vape unflavored. Another reason is Question #3 above. I have no desire to track down and translate data sheets. But on the "natural" side of e-liquid, I have pulled vanillin out of vanilla beans, and eugenol out of cloves (and the other compounds that tag along)... and they are freaking tasty. I have a couple others in PG right now, but I'm in no hurry to play around with them.
One more thing: People outside of VU have asked whether they could vape straight essential oils. There are a lot of reasons not to do that, but let's just say it's extra-super-hyper overkill and leave it there.