You're correct in that there are not enough studies for nicotine that aren't linked to smoking. Nicotine side effects depend on the route of administration, for example vaping may cause sore throat, coughing and headache among other symptoms.

Nicotine is toxic and can kill humans, but the exact toxicity (LD50) it is not clear. The current agreement is around 60mg for a person or 0.8 mg/kg, but there are countless cases of people surviving much higher doses, such as 3 grams. The usual amounts of nicotine consumed by vaping or other methods to replace tobacco is very low in comparison and it is very difficult to accidentally get nicotine intoxication.

However, nicotine is very addictive (although in tobacco, a handful of other alkaloids are responsible of part of its addiction). Even when consumed in isolation it can cause mood disorders, and permanent lowering of impulse control. Nicotine also changes the way synapses are formed, which can harm the parts of the brain that control attention and learning.
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