There are a few vegan substitutes for heavy cream that work well in a vodka sauce. Full fat coconut cream adds a thick and creamy texture, but can't be the only source of creaminess otherwise the coconut flavor will overwhelm the sauce. A cashew cream mixture of softened cashews, tomato paste, shallots, garlic, vegan butter, and pasta water can thicken the sauce as well. Finally, a little bit of vodka will thicken the sauce without adding extra flavor or liquid.