Fixed in 4.0.10. When importing VaultWiki 3 or 4 cross-platform (e.g. source VW+vB -> XF), wiki-related BB-Codes were not always translated to their target counterparts. This only affected target databases where a wiki BB-Code was not exactly the same as the source BB-Code (e.g. CAT -> CATEGORY), and it did not affect imports of VW3 when VW4 was in the same vBulletin.
In addition, XenForo fails to find any wiki links when saving wiki content (table vw_link is empty). The same function is involved with finding old-style categories.
To workaround this issue before the next release, make sure your source BB-Codes and target BB-Codes have the same tag names before importing. Also copy the directory vault/core/model/parser/handle/base/link/vw.php from your test to the working directory.
4.0.10 should be ready this week. The upgrade process is currently being tested.