OK, I can appreciate that you want to use tools that you’re comfortable with.
You didn’t say if you’re using Pro or Movie Studio so I’m not sure if this technique will work with Movie Studio (I use Pro).
Set Audacity as your preferred audio editor (Options – Preferences – Audio).
Load a project (call it MyProject for ease of use here), right click on an audio event and choose “Open Copy in Audio Editor“.
Make sure to use the Open Copy option (you’ll see why in a moment).
Do your desired editing, save it and go back to Vegas.
You’ll see that the modified audio has been added as a Take over top of your existing audio event and saved to your project as MyProject Take 2.wav
You can switch back and forth from source to new audio by clicking the audio event and pressing the T (for Take) key.
The beauty of using the Copy mode is that your source audio is untouched.