I have a wide variety of Vega headcanons. Number one, I believe that he was raised Catholic. I also headcanon him as having a genuine issue when it comes to vulnerability and closeness with other people.

I think he's prone to saying things that he knows will piss people off just because. I think he's very into literature but also biology, the biology interest comes from the fact that he was very interested in M bison's research which implies a degree of rather intense understanding of biological engineering on his part. He strikes me as someone who would very much enjoy girl groups, I think of him as liking twice because I like twice but, just about any girl group would do.

For my last and least complex head cannons I think of him as being non-binary and bisexual but like perpetually single by choice.