COVID itself causes blood clots. In fact, pulmonary embolism with blood clots is frequent in COVID patients.

https://health.clevelandclinic.org/should-you-be-worried-abo...

https://www.ejinme.com/article/S0953-6205(20)30349-6/fulltex...

https://ashpublications.org/blood/article/140/Supplement%201...