The correct synonym for "vanguard" is "leader", as the word "vanguard" refers to the forefront of an action or movement, typically led by pioneers or leaders.
- Vamoose means to leave quickly, unrelated to the meaning of "vanguard."
- Immodest means lacking humility, unrelated to leadership or the vanguard.
- Prig refers to a person who is self-righteous, also unrelated to leadership.
Thus, the correct answer is "leader".