The above is official concept art of a huge Vex fortress on Venus; its file name would suggest it is referred to as "The Citadel". Pairing the disjointed construction our time-traveling friends employ with the similar architecture we've seen showcased alongside fleeting mentions of The Vault of Glass, I submit they are one in the same.
Actually, I'll take it a step further. Let's say The Vault isn't some Smaug-level treasure horde, as its name deceitfully implies. We know The Vex appear through portals; pathways from another time (yes, I went there). We have video evidence to corroborate this. But what if those portals are one-way? And what if the only way back is through The Vault of Glass..atop The Citadel..just on the the other side of all those metal demons ...
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Ooohh sounds fancy