what version are you running?
VyOS 1.2.0-rolling+201809170337
set firewall name vif-test
set interfaces ethernet eth0 vif 100 firewall in name ‘vif-test’
[…]
Out of interest, is there a release notes document available that describes the changes in the releases? I also see that “set system default-gateway” has been removed in favour of “set protocols static…”
No not yet, since the rolling releases are development releases and it wouldn’t make much sense to have release document for those. Rolling releases are being generated at least once a day, but it can also happen that there are multiple per day, or some are being deleted if major issues have been introduced etc.
There are plans to release 1.2.x soon, the release will have release notes. Until then I can only recommend that you read https://blog.vyos.net to stay up to date or post here if you come across issues. If you find a bug you can also always open a ticket in https://phabricator.vyos.net.