Most of these issues stem back to endothelium damage. And the good news is that, in addition to taking all the vaccines you're eligible to get, there are a bunch of other things you can do to strengthen and protect your endothelium, e.g. doing HIIT and taking ACE inhibitors. The one risk we (afaik) don't really know how to mitigate is the risk of developing an autoimmune disorder, but this can happen after any viral illness and isn't necessarily a COVID-specific risk.
And in terms of reducing the risk of neurological issues, Palmitoylethanolamide seems to a least be much safer than NSAIDs, albeit expensive and still somewhat experimental.