Probably VNI is applied after BGP
vyos@r4:~$ /usr/libexec/vyos/priority.py | match "vrf|bri|vxlan" 11 vrf.py ['vrf'] 310 interfaces_bridge.py ['interfaces', 'bridge'] 460 interfaces_vxlan.py ['interfaces', 'vxlan'] 481 protocols_static.py ['vrf', 'name', 'protocols', 'static'] 611 protocols_isis.py ['vrf', 'name', 'protocols', 'isis'] 621 protocols_ospf.py ['vrf', 'name', 'protocols', 'ospf'] 621 protocols_ospfv3.py ['vrf', 'name', 'protocols', 'ospfv3'] 821 protocols_bgp.py ['vrf', 'name', 'protocols', 'bgp'] 821 protocols_eigrp.py ['vrf', 'name', 'protocols', 'eigrp'] 822 vrf_vni.py ['vrf', 'name', 'vni'] vyos@r4:~$