When setting up an IPv6 route with a link local address as the gateway you need to specify the egress interface as the address on it's own is not enough information. Normally vyos allows you to dot his with something like
> set protocols static route6 ::/0 next-hop fe80::11 interface eth0
However when doing PBR you can get here
> set protocols static table 1 route6 ::/0 next-hop fe80::11
and then the only allowed options are disable and distance. The interface option is no longer allowed even though it's required in this instance.