Hi @hoai.nam.1512 , as VyOS uses software process packets in bridges, performance might be slightly different and depends on many factors (CPU performance, packet sizes, etc.). In this thread we see that using 2 cores on an e5-2670 provided up to 8-9 Gbps of speed. Maybe you could try to check different configurations for the VyOS hosts and compare performance.
For the VRF issue, I think you hit a known problem that is described here. As a workaround you can manually add missed VRF in VTYSH configuration, restart BGP on both sides and check if that helps.