The first time I went through 4-1, I didn't bother to kill Vanguard yet. I am 100% sure I have never beaten him before in my own game, but I did kill him quite often as a Blue Phantom.
I went back to 4-1 to beat the crap out of him for him beating the crap out of me in the tutorial, but he's randomly gone. You might say "Vanguard is really not that important or worth it", but I'm so anal I need to kill him for my own feeling of completeness for my first playthrough. Plus he drops the Grey DS which I need for a Dozer Axe apparently.
Anyone had this before? AFAIK Vanguard has nothing to do with Tendency nor does he disappear after you beat the archdemon.