According to T5657 VRF support for the agent was added and should use the format
set service monitoring zabbix-agent vrf <name>
However in Stream 2026.03 I'm unable to set the vrf. The option is not available as a possible completion and generates an error when used
# set service monitoring zabbix-agent vrf mgmt Configuration path: service monitoring zabbix-agent [vrf] is not valid Set failed