local PBR support was merged to vyatta-cfg-firewall here:
https://github.com/vyos/vyatta-cfg-firewall/commit/b30b5c66b7d6f4c12c37a642319dd39f8613f74a
and for some reason it was reverted recently in 2017/09 here:
https://github.com/vyos/vyatta-cfg-firewall/commit/c48f11fa1b0d6a7b196f9750ef82625dea1aba58
Please add local PBR feature back to vyos. It did work OK when it was merged in 2015. I'll re-test and make sure it still works OK after it has been (re)applied, and send fixes, if/where needed.
Thanks!