Add an option to disable "enforce-first-as" option to the BGP settings
set protocols bgp parameters disable-enforce-first-as
As per FRR documentation, it is mentioned that enforce-first-as is enabled by default and if you have a peering to RS (Route-Server), most likely you MUST disable the first AS enforcement. But there is no disable option available in the VyOS cli.
https://docs.frrouting.org/en/latest/bgp.html#clicmd-bgp-enforce-first-as