I have gathered US state and county level health and demographic data from countyhealthrankings.org (a project of the Robert Wood Johnson Foundation) who, in turn, gathered and organized it from source data originating from and coordinated by the CDC and partner agencies. In other words, it’s government data, cleansed and organized by state and county FIPS code. Interesting elements wrt COVID-19 such as rate of diabetes, rate of people over 65, rate of smoking, etc. Available for anyone to download as a .zip file with files for all 50 states plus Washington, DC. Link to folder containing the file here: Microsoft OneDrive - Access files anywhere. Create docs with free Office Online.
We also have all census data aggregated at the level of individual census block groups (which can be re-aggregated to counties) avaialble in the SafeGraph Open Census Data dataset