For the first point: If it's still in vB albums and the album permissions are changed, likely you are still in control of the site in this case. In that case, it is intentional to break existing image links by changing the permissions. This would happen whether the links were in VaultWiki or not. If it was the album owner who changed something like privacy, then this is also intentional, because the user doesn't want those images to be seen or used by just anyone.
For the second point: this is more within the scope of VaultWiki. If you originally had a wiki on vBulletin and you also used vBulletin's albums, you would want those albums tranferred in some form if you migrate to a different forum software, whether they are used in the wiki or not. In this case, it is in VaultWiki's interest to provide an importer for albums and appropriate redirect scripts, because VaultWiki has its own gallery/image/attachment system that it thinks should be preferred over other software options.
For the final point: this is not an issue if you use VaultWiki on a forum software that provides a proxy cache for offsite images, such as XenForo. VaultWiki doesn't have its own off-site-image-BB-Code, so the forum's own proxied tag would be used anyway. Even with a proxy cache, though, the entry will eventually expire, and if the off-site image is removed, it will break the image. I don't think there's anything we should do about this. We should expect that, given the choice between VaultWiki's attachments and an off-site hosted image, the user is making an informed decision about what that means for the image's availability. In many cases, the user linking the image has ownership of the original image and may not be comfortable uploading it directly to the wiki.
So for the purposes of this feature request, we will be focusing on your second point, and resolving that situation.