@xrobau You have to set remote-as for peer-group or for neighbor
vyos@r4-1.3# set protocols bgp 65001 peer-group FOO [edit] vyos@r4-1.3# set protocols bgp 65001 neighbor 203.0.113.2 peer-group FOO [edit] vyos@r4-1.3# set protocols bgp 65001 neighbor 203.0.113.2 remote-as 65002 [edit] vyos@r4-1.3# commit [edit] vyos@r4-1.3#