Vector layers fill/stroke colors don't update as you color pick!
I've selected a pinkish red but Photoshop ignores it until I click OK.
Vector layer's fill and stroke colors don't live update as you color pick, if you invoke the Color Picker using the fill/stroke color swatches in the vector toolbar at the top of Photoshop,
if you invoke the Color Picker by double-clicking on a vector layer's Layers Panel thumbnail to change its fill color then you DO get live color updating.
Therefore I try to remember to use the Layers Panel to change my vector fills, but the Layers Panel can't be used like this to change a vector layer's stroke color.
If you use the fill/stroke color swatches in the vector toolbar at the top of Photoshop, you must click OK on the Color Picker dialogue to see the change.
So, in order to test different colors I often find myself specifying a new color, pressing ENTER, then repeating until I'm satisfied with my color choice.
This is non-standard color picking behavior in Photoshop and is decidedly worse than getting a fast convenient live update.
Just a note, which might be a clue to the reason for the issue:
When you invoke the Color Picker, via vector toolbar, to change a fill color, the Color Picker dialogues title bar reads: "Color Picker (Fill Color)".
But when you invoke the Color Picker, via the Layers Panel, to change a fill color, the Color Picker dialogues title bar reads: "Color Picker (Solid Color)".
This issue is probably related to the somewhat awkward means by which Photoshop handles vector layers.
From my understanding - Photoshop doesn't really have a true vector engine, like Illustrator. Always raster-based rendering. And ui components concerning vector stuff were pretty rough at first, and have been added to and refined over the years.
Consistent live color updating is an issue yet to be solved.
If it was solved, web/ui work in Photoshop would instantly get a little better.