I don't think there is some mass conspiracy going on with death counts. Hospitals reported deaths "with" COVID because hospitals (at least in the U.S.) got extra funding for patients "with" COVID, regardless of cause of death. How the media reports this is another story. I don't think hospitals themselves were doing anything nefarious (unless they were lying about the patients actually having COVID).
I can only speak with confidence on numbers where I live. Hospitalized COVID patients are 90+% unvaccinated (presumably that means not fully vaccinated but that would be 2 doses of Moderna, 2 doses of Pfizer or 1 dose of Johnson and Johnson the way things are currently counted here). In Israel, even though hospitalizations and breakthrough cases have gone up, fewer vaccinated people are dying on a percentage basis.
Regarding the vaccine study, I'm not sure you are quoting things correctly or drawing the correct conclusions (though I could be wrong too). Here is the key paragraph from study you linked:
"Among 36,523 participants who had no evidence of existing or prior SARS-CoV-2 infection by the time of the immunizations, there were 170 cases of COVID-19 observed with onset at least 7 days after the second dose; 8 cases occurred in vaccine recipients, and 162 in placebo recipients, corresponding to 95.0% vaccine efficacy (95% credible interval [CI, 90.3, 97.6]). Among participants with and without evidence of prior SARS CoV-2 infection, there were 9 cases of COVID-19 among vaccine recipients and 169 among placebo recipients, corresponding to 94.6% vaccine efficacy (95% CI [89.9, 97.3])."
The percentage of people who didn't contract COVID is not the same as the efficacy. Efficacy isn't just about how many people get COVID vs. how many don't. It's by what percent the vaccine eliminates the risk of contracting COVID. To figure that out, you have to compare against the placebo. An efficacy of 95% is akin to saying you have a 95% less of a chance of contracting COVID with the vaccine than with placebo. There is also another efficacy number that is by what percent the vaccine prevents serious outcomes (things like hospitalization and death). I'm not sure that was included in this study but typically this number is higher. I would have to refresh my memory on p values, etc. and know a bit more about the study to say for certain, but the difference looks statistically significant to me. It really comes down to what the confidence interval is (which I believe is +/- 5% if I am reading things correctly). To say the placebo had a 95% efficacy too would be incorrect. It's efficacy would be negative (approximately -95%) vs. vaccinated and 0 vs. those outside the group (estimated of course, give or take the margin of error). Having said all this, the efficacy is probably less against the delta variant and probably drops over time (hence boosters). But efficacy against serious outcomes seems to be quite a bit higher. Also keep in mind that this study is over a particular slice of time. As more time goes by, more people will be infected with the vaccine presumably preventing 95% of those infections among the vaccinated (with the caveats of protection possibly fading some degree over time and unknown effectiveness against new variants).
The above is my understanding of the study anyway, not saying I couldn't be wrong.
My guess is at the end of the day, the various COVID vaccines are more or less like the flu vaccine in that they are more effective against whatever variant(s) they were designed for and you will likely need one on a yearly basis (give or take). You have to weigh the risk of COVID vs. the risk of the vaccine. Right now, my opinion is that the risk of COVID is higher unless there are significant long term effects of the vaccine we just don't know about.
Regarding the RCT studies, I agree there is none that say masks work, at least in real world situations...at least none that I know of. However, I think the reason masks don't work is in large part because people don't use them correctly and don't engage in other preventative behavior. Using a mask won't help if you don't wash your hands regularly, if you touch your face frequently, if you don't wear it right, if you reuse it, if you take it on and off, if you wear it below your nose, if you have facial hair, etc. Also, I think the common surgical and other disposable paper masks and cloth coverings people wear are probably not sufficient. They may not block enough and don't fit well. N95 (or others that are close like non-counterfeit KN95 masks) probably work a whole lot better because they typically fit better and filter better but even then, other personal habits are a big, big factor.
I don't think mRNA vaccines are more effective than natural immunity but I don't think that is the point. The point is that acquiring natural immunity may have a higher than acceptable risk of killing you or putting you in the hospital, or having other serious effects...and it seems likely at this point that both immunities fade, at least to some degree, with time. So even if you have had natural immunity, it doesn't mean that the vaccine is not beneficial.
I don't know if mRNA vaccines are safe for pregnant women but in the U.S. they have been recommending them and the data says that the antibodies are conferred to the fetus. I haven't heard of anything particularly negative coming from vaccinating pregnant women yet.
Death due to anaphylaxis alone is around 2-5 per million on average for an average vaccine. 173 million people have been vaccinated for COVID in the U.S. putting the expected deaths due to anaphylaxis (by my calculation) at up to 865. The other question is which vaccines are those deaths attributed to? There are three different ones used in the U.S. (Pfizer, Moderna and Johnson & Johnson). Not all are even mRNA. VAERS reports nearly 7,000 deaths but it is unlikely ALL of those deaths were caused by a vaccine though it is probably reasonable to assume that most were. I didn't see a breakdown on the CDC page about which vaccine these were reported against but they did make a special note about the J&J vaccine so I got the impression that one was the worst...ironically, i don't believe that one is an mRNA vaccine but based on the same principle as the flu shot. In any case, the worst case scenario right now is that the vaccines collectively kill 0.0019% of their recipients whereas COVID kills 1.9% of recipients. That's somewhat misleading as I assume that is 1.9% of reported cases. The best study I found (based on random testing) indicated that 60% of cases went unreported. So using some math, the number I come up with is that COVID kills 0.65% of those it infects (but note that the number hospitalized and/or having serious or permanent side effects would be higher). 0.0019% sounds a lot better than 0.65% even before considering hospitalizations, etc. Even if you say that CDC reported deaths are exaggerated and cut them by half or even to 1/10th, the vaccine STILL looks pretty good.
One of the reasons vaccines are being pushed so hard is because of what the hospitals can handle. I know a couple of hospital workers and things are pretty bad. In one of them, the pre-op area was turned into a COVID ICU ward. Beds, ventilators, other equipment and even personnel are in short supply in many places. Hospitals aren't overwhelmed yet but they have been on edge for a long time now. Hospitals may be (for example) able to handle 0.1% of COVID contractors being hospitalized if there are 10 million cases but completely overwhelmed if there are 20 million cases, etc. This hasn't happened yet but there is still a real risk. No politician wants a disaster on their watch and I believe this is the biggest thing motivating the push for vaccination. As far as other nefarious motivations, I'm not sure they make sense to me. A tracking device? Everybody already carries a cell phone...even the homeless in most cases (and I checked...my arm was not magnetic after the first dose). To make money for Pfizer, etc.? Well, maybe, but this seems like a bad way to go about doing it. And they are already rich beyond belief...it's hard for me to see that as that much of a motivation to instigate all of this though I have no doubt they will make what money they can off of it. Population control? Well, it seems, really, really, really ineffective at that. What else? Now was the vaccine rushed out of fear? Maybe... but the best evidence so far indicates it is very safe and very effective (which isn't to say they are perfect).