I've tested all flavor targets for build-vyos-image in 1.5 and 1.4. In 1.5 they work fine. In 1.4 it looks like cloud-init couldn't initiate debian repositories appropriately and build process fails.
En example for aws-iso:
P: Begin installing packages (install pass)... Reading package lists... Done Building dependency tree... Done Reading state information... Done E: Unable to locate package amazon-cloudwatch-agent
UPD it fails in 1.5 too. The difference is that some packages were manually added to VyOS dev package repository(thanks to Viacheslav for troubleshooting). It looks like TOML files under data/build-flavors should have some instructions about additional repositories.