mRNA is just a messenger that tells the cell how to build proteins. More permanent gene therapies focus on DNA because that's the only way to modify the cell, but if you go that route, you have the additional risks of: a) modifying genes that could be unexpected (e.g. cancerous) and b) unless the introduced changes are also transcribed during cellular division, then the therapy only lasts as long as the cell survives. That's why in the YT video I linked in either this thread or the other one, ThoughtEmporium's self-experimentation with eliminating his lactose intolerance only persisted about two years, given the half-life of intestinal cells.

PEG is definitely a focus of consideration. There's another poster here who works in the industry and is better equipped to answer your questions in that regard, but every bit of research that links reactions with these vaccines is pointing to PEG.

Interestingly, PEG was once thought to be biologically inert, but more recently has been discovered to provoke immune responses.