@Yorkymidge
Some good sources of information are the Medical Royal Colleges, including the RCOG (obstetrics and gynecology). They have the current clinical guidance available on their websites. If you're looking for clinical papers/publications, PubMedCentral is a free online resource for these, although it doesn't provide critical appraisal of the papers so you need to do that bit yourself.
The available clinical evidence indicates that vaccination is safe in pregnancy and protects against severe illness, hospitalisation, pregnancy loss and death from COVID. When thinking about risks, it's important to consider both the likelihood of an event occurring and the severity of the event - in this case, the likelihood of those things occurring is fairly low overall (although increased by being pregnant) but the potential severity is huge. COVID infection also significantly increases your individual risk in comparison with your 'background' risk (what your individual risk would be without it).
The side effects documented from the vaccines have indicated that they're generally well tolerated and don't look to have any impact on risks of pregnancy complications.
The vaccines themselves are 'non-live', meaning that they don't contain any actual virus - how they work varies somewhat between the different types, but the basic principle is that they show your immune system a 'blueprint' of a recognisable bit of the virus, so that your immune system recognises it as foreign and can be prepared to defend against it if it's encountered again. Non-live vaccines have been used in pregnancy for many years now (eg. whooping cough).
We don't have 10/20 year follow-up studies because COVID hasn't been around for that long. What does exist, though, is a huge amount of real-world clinical data looking at safety in pregnancy. Looking at the mechanisms of action of the vaccines (which are well-studied), there have been no identified mechanisms by which they could cause longer-term harm to a developing baby.
We also have a lot of data about how the complications of COVID (eg. increased risk of blood clots) can cause harm to mother and baby. While COVID is still a relatively new virus, things like blood clots have been studied for many years - we know how these develop and what the potential consequences are.
No decision is 100% risk-free. For me, it's about weighing up the pros and cons to find a decision we can live with. On one side, there are the known (and unknown) risks of COVID - while the likelihood of the severe complications is still quite low, it's significantly increased from your baseline and the potential consequences can be devastating. On the other side are the known (and unknown) risks of vaccination - where we know that the risks of short-term complications are very, very low, and there aren't any known mechanisms by which we would consider there to be significant risks to longer-term development. On both sides of the question, there are still "unknown unknowns" - the things we don't know that we don't yet know about.
Whatever you decide, stay safe and good luck with your pregnancy.