Linux is going to source traffic for an arbitrary service to the outgoing interface of the selected route. I don't know what facilities might be available to plumb into vyos the notion of binding specific services to a specific interface, (I'd suggest a loopback/dummy interface) and route internally. But the problem is that you wouldn't want this for every service, ie vpn etc. and this is where it gets hairy.

I was curious about this so I added the 169.254 addresses of my vyos bgp link to my vpc route tables and security groups but I still could not get the traffic to pass. I'm guessing AWS is not allowing traffic from the BGP interface to route. Ideally you would want a way to source all traffic from a dummy interface. IMO