I just tried to set up a new router using /31 transfer networks and this also fails with the same error (no BGP unnumbered).
Fri, Feb 19
Wed, Feb 17
Jan 10 2021
Oct 20 2020
I have investigated it now a bit deeper and found out that this router got migrated to VRF automatically (Our deployment stack automatically migrates upgraded/new deployed routers to VRF usage for OOB/VxLAN communication).
Oct 17 2020
My last comment was wrong, here are the outputs for bridge fdb show dev vxlan122:
source-interface cannot be used as the routers are not in the same multicast group, neither can communicate via multicast
What will be if you delete the source-address on "October" node?