I also burned Rhododendron wood in campfires and brush fires more times than I can count without any adverse effects that I know of. My back yard was completely overgrown with the stuff. I’m sure the smoke inhalation of any fire is worse for you than anything specific about rhododendrons.
https://outdoors.stackexchange.com/questions/7100/are-rhodod...
1: https://www.sciencedirect.com/topics/immunology-and-microbio...