I think OP ran against RefSeq, not EnsEMBL. Their data has been processed by some tool downstream of VEP (probably vcf2maf) - VEP does not give you the HGVSp_Short field. See: https://github.com/mskcc/vcf2maf/blob/main/docs/vep_maf_readme.txt
The problem is probably not with VEP but with whatever was done after. Even with RefSeq database, VEP returns proper Codon annotation: https://www.ensembl.org/Homo_sapiens/Tools/VEP/Ticket?tl=Lk885HixzcK8OlKR
Can you also show us the HGVSc changes for these records please?
HGVSc for those are:
I can't really interpret what's going on. I usually only look at codon changes for coding SNVs/MNVs, indel codon annotation looks quite puzzling. Maybe someone from Ensembl can help.