It is my understanding that your last attempt at importing images was back in Gamma 4:
https://www.vaultwiki.org/issues/3655/
If that's the case, then you have already reported that bug and it seems to be fixed in the newer releases. If I recall, you had expressed that you would test other features for a while rather than diving into another import so soon. As a reminder, the bug was related to the database fallback not working for vBulletin 3 source attachments when guest permissions to view them normally were disabled.
For the imgr tags that I see not working, make sure you have created the imgr tag in XenForo's BB-Code Manager, and that "Supports Option Parameter" is set to "Yes" or "Optional", since it looks like you tend to use the option parameter in wiki pages.
If vBulletin attachment URLs are used directly in IMG tags, no VaultWiki is not equipped to handle this. It does no redirecting of old URLs of any kind. As far as wiki page URLs go, though, VaultWiki should still be able to parse your old URLs from VaultWiki 3, even though VaultWiki 3 did not follow censorship and had different language rules for URLs.
I believe it would be possible to tweak the attachment system so that the attachment's page is "hidden" based on a setting. There would still have to be a way for users to get there, though, in case they did eventually want to upload a new version, and because some types of attachments (not images, but ZIP files for example), might be better off having that page in between anyway. There is a description of the file, and for non-images, a voluntary download link. Having non-images automatically download when users click something somewhere might be a jarring experience. So that is something that we would have to figure out. For the image variants anyway, perhaps it would work similar to the way Redirects/Synonyms currently are handled (followed by default, but you can get to the synonym itself by modifying the URL).
Ah, yes, in VaultWiki 3 if changes were moderated, then only the original author could ever upload attachments to wiki pages anyway. This was a safety mechanism that was added since attachment
changes could not also be moderated without fundamentally changing the attachment system. This would explain why you never encountered an issue, if it wasn't already explained when you said you rarely used ATTACH directly.