There is some evidence to suggest that vitamin d supplementation can result in increased calcification of arteries:
https://pubmed.ncbi.nlm.nih.gov/26995293/ https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5986531/ https://pubmed.ncbi.nlm.nih.gov/23109644/ https://pubmed.ncbi.nlm.nih.gov/21406296/
It's far from conclusive, but there is a mechanism of action that makes some sense, so it wouldn't be out of left field if it were the case.
There's also some evidence that vitamin k can be used to help balance out the risk:
https://pubmed.ncbi.nlm.nih.gov/19386744/ (More animal studies on K, too, but god knows how well those will translate to humans)
In general it's all in the "Potentially a thing, more research needed before we start a mass panic" bucket. I personally wouldn't go buy a bucket of "ULTRASUPPLEMENT 10000 IU VITAMIN D HORSE PILLS," though.