for reference:
my PIM config for allowing multicast from eth1.112 to eth1 (10.10.10.10 is a fictional ip):

show protocols pim 
 interface dum0 {
 }
 interface eth1 {
 }
 interface eth1.112 {
 }
 rp {
     address 10.10.10.10 {
         group 224.0.0.0/4
     }
 }

It seems to be working now, for some reason it didn't work when I first tried, but now it seems OK.

@c-po
The error message is gone now,so that's ok.
When accessing the nat rule, nothing shows up in the monitor.

In T2744#76514, @Viacheslav wrote:

Can we replace igmp-proxy with pimd?

killing FRR
sudo service stop frr
restart igmp-proxy
restart igmp-proxy

This issue also exists in:

Version:          VyOS 1.3-rolling-202009271030
Release Train:    equuleus