BGP Announce for external neigbours dont't change nexthop to it self

Version: VyOS 1.4-rolling-202202030910
Hola. I have Simple configuration
VyOs As Central Router - AS 65535
Router - 1 - AS 65350
Router - 2 - AS 65351

Router 1 and Router 2 is up bgp session with VyOs.
Router 1 - Announce 10.101.0.0/24
Router 2 Announce 10.101.1.0/24

Configuration on VyOs Router

address-family {
ipv4-unicast {
network 10.10.10.200/32 {
}
}
}
local-as 65535
neighbor 10.34.0.2 {
address-family {
ipv4-unicast {
route-map {
export TO-BGP-WITH-VPN
import FROM-BGP
}
soft-reconfiguration {
inbound
}
}
}
description BGP-TO-ROUTER-1
remote-as 65350
}
neighbor 10.34.0.3 {
address-family {
ipv4-unicast {
route-map {
export TO-BGP-WITH-VPN
import FROM-BGP
}
soft-reconfiguration {
inbound
}
}
}
description BGP-TO-ROUTER-2
remote-as 65351

And what we will see on router 1 and router 2 ?

[tcyganov.rv@Router1] > ip/route/print
D b 10.101.1.0/24 10.34.0.3 20

Gateway is 10.34.0.3, but it should be 10.34.0.1(local ip address of vyos router).

Yes, next-hop-self on vyos resolve the problem and gw address is change to 10.34.0.1, but i dont need to do this because it is EBGP session, and router MUST change next-hop address on him local address when he announce prefix to another EBGP neighbour

Okay, i need to add update:

I up all bgp neigbours in one wireguard interface in one /24 network, when i separate 2 neighbours in 2 different interfaces, announce work fine - nexthop changed to VyOs IP without addictional settings