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sohi-
Most stuff you buy on Vanguard is custody - if Vanguard goes tits up, it's still in trust. Although access to it might be a pain.
Any cash with Vanguard (or other Vanguard issued funds I guess) would likely be covered to 85k.
If the shares / funds you invested in go tits up, that's a different story.
NotThamesWater
Not all investments are protected.
FSCS Investment protection checker