set vrf name R1 table '1001'
set vrf name R5 table '1005'
set interfaces ethernet eth1 vif 915 address '192.168.15.1/24'
set interfaces ethernet eth1 vif 915 vrf 'R1'
set interfaces ethernet eth2 vif 915 address '192.168.15.5/24'
set interfaces ethernet eth2 vif 915 vrf 'R5'
set vrf name R1 protocols bgp local-as '65001'
set vrf name R1 protocols bgp neighbor 192.168.15.5 address-family ipv4-unicast
set vrf name R1 protocols bgp neighbor 192.168.15.5 remote-as '65005'
set vrf name R1 protocols bgp parameters router-id '1.1.1.1'
set vrf name R5 protocols bgp address-family ipv4-unicast network 10.5.0.0/24
set vrf name R5 protocols bgp local-as '65005'
set vrf name R5 protocols bgp neighbor 192.168.15.1 address-family ipv4-unicast
set vrf name R5 protocols bgp neighbor 192.168.15.1 remote-as '65001'
set vrf name R5 protocols bgp parameters router-id '5.5.5.5'

vyos@VyOS1# commit

Can not configure a local address as neighbor "192.168.15.5"

[[vrf name R1 protocols bgp]] failed
Commit failed
[edit]
vyos@VyOS1#

vyos@VyOS1:~$ sudo vi /usr/libexec/vyos/conf_mode/protocols_bgp.py


                # Only checks for ipv4 and ipv6 neighbors
                # Check if neighbor address is assigned as system interface address
                if is_ip(peer) and is_addr_assigned(peer):
                    #raise ConfigError(f'Can not configure a local address as neighbor "{peer}"') <-- Comment out
                    pass <--Insert

vyos@VyOS1:~$ reboot