It appears that multiple BGP confederation peers are not allowed on 1.4, and on upgrade from 1.3 all but one gets removed. You can see here it just replaces the peers setting:
trae@cr01b-vyos# show protocols bgp parameters confederation identifier 4242420696 peers 4242420668 [edit] trae@cr01b-vyos# set protocols bgp parameters confederation peers 4242420667 [edit] trae@cr01b-vyos# show protocols bgp parameters confederation identifier 4242420696 >peers 4242420667
This works fine in FRR if set manually, so I think it might just be a config syntax issue?