Hail 0.2.34 was just released. This makes some changes to how VEP works in Google Cloud Dataproc. Specifically, the location of the VEP data stored in google cloud has moved into a set of requester-pays buckets, which Hail now supports. There is currently one in the US, one in the EU, and one in the UK. hailctl will automatically pull the VEP data from the correct bucket based on where you spin up your cluster, meaning that you will not pay for data egress.
In order to continue using VEP on Google Dataproc, you must update to version 0.2.34!