Keep in mind that any negative effects, even those unlikely to be caused by the medication, need to be reported as adverse effects. It allows for making a clean comparison between the placebo, and also makes it possible to retroactively relate effects that have been overlooked previously. For example, you want 'patient was hit by a car' as possible side effect, because the medication could make people drowsy.
Covid and at least one comorbidity. 14% of the control group died; it’s no surprise that 40% had some sort of bad reaction, since presumably they were in pretty bad shape overall.
Please read the excellent popular science book "Cure: A Journey into the Science of Mind Over Body" by author/journalist Jo Marchant. It gives an excellent overview of all things placebo related.
ps. the answer to your question seems to be "quite a lot".
Came here to say that it's not necessarily in our head - you can knowingly get a placebo and still react to it. As far as I know it's a combination of head, genetics and other unknown factors. In my opinion an underappreciated and understudied field.
That depends. In the case of vaccines, the placebo is often all the ingredients of a vaccines minus the biological component, or in other cases, an already approved vaccine is used as the placebo.
So, it's probably a poorly controlled study, or garbage results, or both.