Allergens and cross contact
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Most hot sauce contains no major allergen. The risk is in what comes in on a shared surface, and in the ingredients producers do not think of as allergens.
The ones that appear in hot sauce
Soy, in soy sauce and in some fermented bases. Sesame, which is now a major allergen in the United States and turns up in oils and in chili crisp. Wheat, in some soy sauces and in malt vinegar. Fish, in anchovy and in fish sauce, which appears in more recipes than people expect. Tree nuts and peanuts in crisps and pastes.
Mustard is a major allergen in several countries though not federally in the United States, and it appears in condiments constantly. If you sell across a border that changes what you must declare.
Declaring them
Where a major allergen is present it must be declared, either in the ingredient statement using the common name or in a separate contains statement. Both routes are acceptable and mixing them halfway is where labels go wrong.
The declaration follows the ingredient, not your intention. A sauce with a quarter teaspoon of fish sauce in a five gallon batch still contains fish.
Cross contact is separate from ingredients
An allergen that never appears in your recipe can still reach your product from shared equipment, a shared surface, or the batch made before yours. That is cross contact and it is not addressed by an ingredient statement.
The controls are ordinary: sequence production so allergen-containing products run last, clean properly between, and use dedicated equipment where cleaning cannot be verified. A rinse is not a clean for an allergen.
Shared kitchens
This is where small producers meet the problem. A rented commercial kitchen used by a bakery is a wheat environment whatever you do, and the honest position is to know what else runs there and when.
Advisory statements like "made in a facility that also processes" are not a substitute for control and are not required. Use them where the risk is real and cannot be eliminated, not as a blanket disclaimer, because a label that warns about everything warns about nothing.