I would be wary of routine ingestion of eucalyptus or lavender. Both are pretty potent irritants to fragile tissue and should not be overdone. Lung tissue is sensitive.
A nebuliser might be overdoing it. A water vapour misting machine with a few drops? No biggie.
Vaporising trivially alters chemicals because it changes the surface area to volume ratio. Higher surface area makes them more reactive per unit volume. They penetrate airways further because smaller, and are more likely to be absorbed.
Some conditions such as asthma can be made worse by irritants. You may feel better short term but do harm.
Yes.. my mum used to smear Vicks menthol on my nostrils too..