When setting up an IPv6 route with a link local address as the gateway you need to specify the egress interface as the address on it's own is not enough information. Normally vyos allows you to do this with something like
set protocols static route6 ::/0 next-hop fe80::11 interface eth0
However when doing PBR you can get here
set protocols static table 1 route6 ::/0 next-hop fe80::11
and then the only allowed options are disable and distance. The interface option is no longer allowed even though it's required in this instance. Running the command as is sets the egress to lo which effectively creates a blackhole.