Hi,
Vex has never been an option of that setting. Vex is not really suited to display image galleries in popups.
The Vex popup library is still in HikaShop and used in other places where you have popups.
For the image popup you're talking about, before the 4.4.0 there was the option "mootools" on top of the shadowbox options.
The "mootools" choice has indeed been removed. First, mootools has been removed from joomla 4, and thus that option wouldn't work on joomla 4. And second, even on Joomla 3, it's an old library that often creates conflicts with other javascript libraries, especially jquery. So it's been years that the default value of this option is "shadowbox external" which will work with any version of joomla and any template, without conflicts.
So with the support of Joomla 4 we've added in the 4.4.0, we decided to remove the mootools option as it creates more problems than solutions.
As a last note, our partner Obsidev has developed a plugin to add extra options to that setting:
www.hikashop.com/marketplace/product/117...pups-by-obsidev.html