How can I ask my neighbors to show me a proof that their horses and donkeys were vaccinated with COVID-19?

Seriously? It sounds like you have farming related issues not food questions....

There is no approved SARS-CoV-2 vaccine for livestock nor domestic animals.

Note that coronavirus (which is a family of viruses) affects livestock much differently than humans.

Here is one reference (University of Missouri, College of Veterinary Medicine) for your reading enjoyment:

https://cvm.missouri.edu/coronavirus-disease-in-horses-is-different-to-humans/

For further information, please contact your local large animal veterinarian.