The two best people here to ask are
The Alchemist at the Alchemists cupboard and
leisureliquids who will have a better understanding.
First off steer clear of 'natural' flavourings.
When something grows naturally there are a bazillion different chemical compounds in it, nature has no restrictions on what to use so it's more likely that a) there is something in there that you are sensitive to and b) it'll be hard to work out what it is.
Synthetic flavours are created by an experienced flavourist who uses only chemical compounds that replicate the flavour of whatever it is. while the flavours may not be perfect they are usually very close and the flavouring that results is maybe up to 10 different chemical compounds, so there's less 'stuff' in it so you're less likely to be allergic to it, and what is in it is known so it's easier to work out what the offending compound is if you do prove to have a reaction to it.
We put the 'may contain nuts' sentence on our labels as we cannot guarantee there is nothing nut based in them as the flavours are produced in a place that also works with nut oils/extracts. If we don't put that on the label and a hyper sensitve nut allergy person has a reaction to one of our liquids and sues ....
99.99% of flavours that aren't meant to have nuts in them are going to be nut free.
If you were a menthol smoker then probably the best idea is to get some unflavoured liquid with a bit of menthol in it and vape that and see how you go. If you find that vaping works for you and you don't have an allergy to PG or VG then look to try out other flavours after that.
Welcome to the planet and I hope things work out well for you.