The US paused the J&J vaccine after a small number of cases of adverse reactions: https://www.fda.gov/news-events/press-announcements/fda-and-...
AstraZeneca has not been approved in the US because of potential blood clot risks.
Nearly 2 billion people have been vaccinated against COVID-19, including >150 million people in the US, and hundreds of millions in the EU. There are very few adverse reactions, and no deaths. The risks of COVID-19 injury and death are far higher.