VAULT, from what we can tell, is HEI$T's armorer. We've got surveillance camera footage of him adjusting the gear and armor of the HIGHWAYMEN during operations. We've also noticed if he's carrying new technology on one mission, the HIGHWAYMEN are usually carrying then next time HE$T shows up, so it would be appear he's field testing new gear. Currently, he seems to be testing an advanced riot shield with a built in "inertia refraction beam emitter". The lab tells me that's a fancy way of saying "big gun."
The second figure I made for HEI$T. When I made the shield the rest of the figure came together.