Ah, it looks like motor vehicles will be banned from turning left from Millbank onto Vauxhall Bridge. Cycles will be able to use the diagonal cut across from Millbank onto Vauxhall Bridge.
That's not what's in the diagram, the inside West Bound lane, coloured blue, has a left turn arrow in it...
Hmm.
So, it'll be a bit of a clusterfuck until all of the works are done and the signs are updated.
https://consultations.tfl.gov.uk/cycling/452b65af