Vaux had a long history of involvement in Catholic opposition to the crown. He had been implicated in the Gunpowder Plot of 1605 and imprisoned from 1612 to 1614 for refusing to take the oath of allegiance and again in 1625 for resisting a search for arms at his house in Boughton. In 1632 he married Elizabeth Knollys, widow of William Knollys† earl of Banbury. She too was a Catholic and had been living at Vaux’s house for some time. Vaux was widely believed to be the father of her two sons, Edward and Nicholas. Suspicion was fuelled by the speed of their marriage – some five weeks after the death of her first husband – and by Vaux’s unusual arrangements for the settlement of his estate. In 1635 he settled all his lands on the eldest son of the countess as Edward (1627–45), ‘commonly called Edward Vaux’; after Edward’s death, he settled the same in 1646 on her other son, Nicholas, ‘now earl of Banbury … heretofore called Nicholas Vaux’.
Vaux’s Catholicism made him a target of the parliamentarian regime but he spent much of the civil wars abroad.
Vaux made no attempt to take his seat in the House of Lords. At a call of the House on 30 July 1660 he was listed as absent and was thus not present during the proceedings over the right of Banbury to take his seat. On 20 May 1661 he was listed as having leave to be absent. He died in September and was succeeded by his brother, Henry.
