Reports of ChAdOx1 vaccine-associated thrombocytopenia and vascular adverse events has led to some countries restricting its use. Using a national prospective cohort, we estimated associations between exposure to first dose ChAdOx1 or BNT162b2 vaccination and haematological and vascular adverse events using a nested incident matched case-control study and a confirmatory self-controlled case series (SCCS) analysis. An association was found between ChAdOx1 vaccination and idiopathic thrombocytopenic purpura (ITP) (days 0-27 post vaccination, adjusted Rate Ratio (aRR)=5.77; 95%CI 2.41-13.83), with an estimated incidence of 1.13 (0.62-1.63) cases per 100,000 doses. An SCCS analysis confirmed this was unlikely due to bias, RR=1.98 (1.29-3.02). There was also an increased risk for arterial thromboembolic events (aRR 1.22; 1.12-1.34) 0-27 days post vaccination, with an SCCS RR of 0.95 (0.82-1.11). For haemorrhagic events 0-27 days post vaccination aRR was 1.48 (1.12-1.96) with an SCCS RR of 0.95 (0.82-1.11). A first dose ChAdOx1 was found to be associated with small increased risks of ITP, with suggestive evidence of an increased risk of arterial thromboembolic and haemorrhagic events. The attenuation of effect found in the SCCS analysis means there is the potential for overestimation of the reported results, which might indicate the presence of some residual confounding or confounding by indication. Public health authorities should inform their jurisdictions of these relatively small increased risks associated with ChAdOx1. No positive associations were seen between BNT162b2 and thrombocytopenic, thromboembolic and haemorrhagic events.