For Vitamin D as a preventative, there’s this study (PLOS) SARS-CoV-2 positivity rates associated with circulating 25-hydroxyvitamin D levels? Yes, it’s retrospective, but they were looking at the relationship between serum vitamin D (likely calcitrol) and positivity rates using anonymized data from Quest Diagnostics.

I don’t see any obvious errors in their statistical analysis. Here’s their conclusion:

In conclusion, SARS-CoV-2 NAAT positivity is strongly and inversely associated with circulating 25(OH)D levels, a relationship that persists across latitudes, races/ethnicities, sexes, and age ranges.

Then in, as regards using it as a therapeutic, there’s a pilot reported in The Journal of Steroid Biochemistry and Molecular Biology: Effect of calcifediol treatment and best available therapy versus best available therapy on intensive care unit admission and mortality among patients hospitalized for COVID-19: A pilot randomized clinical study, well summarized by Shin Je Yong, to which I’d add that the statistical approach looks reasonable. It is just a pilot, but the significant results means that there’s a larger study probably in the works.