Not necessarily. The first two substances have been vaporized extensively in the past as fog juice. Modern fog fluids use (IIRC) a mix of different glycol formulations, but glycerin is no longer used in any commercial products due to health concerns.

[Edit] I'll add that they were studied extensively in regards to actors and performers, and Actors' Equity defines many guidelines around usage and exposure: https://www.actorsequity.org/resources/Producers/safe-and-sa...