Roger, you can render the project out as an MP4 (H.264 codec), AVI (DV NTSC, DV PAL and Uncompressed) or Image sequence (PNG, JPG and BMP) and bring that into Vegas.
If you have Pro 12, there’s a “right-click on an event – Add HitFilm Effect” option which launches HitFilm and adds it as a take.
I had no problems doing both when I played with it yesterday.
There’s a button on the bottom right of the page that I linked to that says “Get HitFilm2 Express Now”. Click on it and follow the prompts.