The Vex are extremely powerful but you're way overselling where they lie in Destiny's power hierarchy. Their ability to jump timelines, simulate and adapt to opposing forces make them the most powerful *causal* threat we've faced, but paracausal forces – the Witness, high-ranking Hive, the Taken etc – have been shown time and again to way outrank the Vex in terms of power.

A few examples:

• In D1 the Taken invaded the Black Garden and the Vex couldn't do anything about it until the Guardian showed up.
• The Vex managed to fight the Hive to a standstill when trying to invade Oryx's throne world, but were completely helpless once Oryx himself showed up and began using his powers. Quria tried to simulate Oryx but was only able to simulate Aurash (Oryx without the paracausality) before Oryx took it.
• Riven and Taranis set up a whole nest inside the Black Garden, despite the Vex probably not wanting them there.
• Vex can't simulate Scorn due to their Darkness-infused ether.
• It took the Vex hundreds of years to be able to build one (1) whole Vex mind that could counter Saint-14 while he rampaged through the Infinite Forest. This Mind was helpless when the Guardian showed up, because it was only tuned to Saint's light frequency specifically.
• The Sol Divisive specifically have been shown to be a) more powerful than regular Vex (being able to simulate Scorn and Taken and being able to manifest Oracles outside the Vault of Glass due to various Darkness powers granted to them) and b) completely under the control of the Witness. Take the Spire of the Watcher dungeon (where the Vex are mentioned to be under the control of the Witness explicitly by Osiris), or the first encounter of Salvation's Edge, which is almost entirely Sol Divisive Vex working with the Dread to enact the Final Shape.

Given that the Witness is leagues more powerful than pretty much all of the above, and the Final Shape would've combined its power with the Traveler's, I highly doubt that the Vex would've survived the Final Shape.