According to literature, lung does express VEGFA. Generally VEGFA expresses in secreted. Regarding which tissues have VEGFA expression, here are a few articles citing expression in various tissues:
Heart, Pubmed ID: 19054851
Kidney, Pubmed ID: 9878851, 12124351
Lung, Pubmed ID: 15489334
Mammary gland, Pubmed ID: 9450968
Renal glomerulus, Pubmed ID: 10464055
Retina, Pubmed ID: 10067980, 11563986