So far we have tested 3 non-working routes - two are /32, one is /24 from the 10.0.0.0/8 space.
The VSX is on a "re-purposed" 15600 appliance which used to be a standard gateway (R80.10). We installed R80.40 on it - I think with JHF 48, then updated to JHF 139. All the tests done so far are on JHF 139. I've been thinking about downgrading to a lower JHF version to check if this will make a difference - we have several VSX's with identical setup on JHF 91 which work fine.
fw monitor shows the same thing as tcpdump, plus the inbound and outbound interfaces (which are correct) - but running it with the same filter on either VS shows the output from the VS which propagates the route and nothing on the VS's which "receive" it (I think it's like that since earlier versions, I've seen fw monitor capture packets from, say, VS 5 while being executed on VS 10 as long as there is traffic on VS 5 which matches the content of the filter, at least as far back as R77). On the virtual switch I see packets coming from the inbound wrp interface but nothing on the outbound one, same with tcpdump.
Something interesting I've noticed while running tcpdump on the wrp interface of the destination VS specifically for ARP is that there is a significant time delay between the request and the response to each ARP query - several seconds, sometimes even more than 10 it seems. That's for wrp interfaces of VS's which are active on the same VSX, i.e. not going to the other appliance from the VSLS pair. Also, I've tried pinging the default gateway (VRRP address of an upstream switch) of VS1 from VS2 through the virtual switch and this didn't work, while pinging the interface of VS1 leading to the gateway from VS2 through the virtual switch works. Looks like some internal communication problem and the only addresses which are accessible between the VS's are the internal ones, nothing outside of the VSX - unless it's accessed through the VS which has a direct route, not a propagated one.