No...you don't understand ....vault of glass is random rewards so no it doesn't mean you get all the gear on your first go. How would it be if you got all the gear first go? You would never need to do it again...
I got the ship on my first go from memory and nothing else next time I got chatter white shader and the ship again. Took me a few goes to get atheons epilogue then about my 4th time I got fatebringer. I only started playing VOG a few weeks ago
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I have done it 5 times in the past day and haven't gotten 1 piece of loot...
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Ummm you can only do it once a week for rewards
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Raids are like weekly nightfall strikes. You can only get loot once per week, per character, per difficulty (some chests can only be gotten once per week period). If you did it 5 times in the last day, at least 4 of those times weren't loot eligible. Weekly reset is Tuesday 1am PST.
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But I didn't get any loot any of the times
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Define "loot". If you got shards/energies one time this week, that is your loot for this week. You are not guaranteed gear (weapons or armor) from any drop, in either of the raids.