Here's the lead info from the zap site-
"We use no lead solder in all of our constuction processes. We do use brass tubing in the manufacture of the heatport assembly and the vapor stem tips. Brass contains a very tiny amount of lead."
Aside from the brass, all electrical components, including the wiring, come in leaded or unleaded versions (also free of other potentially toxic substances). The unleaded components cost more, of course, and are labeled as RoHS compliant (Restriction of Hazardous Substances) . You would assume that vapes manufactured in Europe, like Volcano, Aromed, etc. are RoHS compliant, since it's a European standard. To my knowledge, the PD is the only US or Canadian made vape advertised as RoHS compliant.
Does this matter at the vaping temps used?
Very little solid research has been done on vaporization, especially on by-products of the hardware. There's a wide range of hardware, from the really iffy Chinese box vapes to the units with all glass vapor paths. With the little info we have to go on at this point, it's up to the individual to decide.