You cannot set the VRF with monitor traceroute, because the CLI parser does not accept an additional argument after the VRF keyword
admin@vyos:~$ monitor traceroute 1.1.1.1 vrf
Possible completions:
<Enter> Execute the current command
admin@vyos:~$ monitor traceroute 1.1.1.1 vrf
mtr: missing argument for vrf option
admin@vyos:~$ monitor traceroute 1.1.1.1 vrf MWN
Invalid command: monitor traceroute 1.1.1.1 vrf [MWN]it looks like monitor traceroute is just an alias for mtr these days, where setting the VRF does work fine
admin@vyos:~$ mtr 1.1.1.1 vrf MWN