When saving the page that the Vegas Slider shortcode is on I get a white screen with "Warning: Cannot modify header information - headers already sent by (output started at mysite/public/wp-content/plugins/vegas-fullscreen-background-slider/index.php:226).
I believe this is a result of echoing output in your vegasslider() shortcode function. According to the codex, you should never generate output in your function, but rather return it.
I rewrote vegasslider() using return for myself and it cured the error. You're welcome to it if you want it.