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