The evidence to suggest the Vex were created by the traveler is that the Vex are referenced as the "gardeners" of the black garden, they are also said to be born in the black garden, meaning they originally came from Mars. If the Vex are an ancient race, and have ruins buried on our planets (Venus, Mercury, Mars) with the exception of Earth, and these ruins were present before our expansion to these planets, it was my best guess that they were created by the Traveler who visited these planets beforehand and left them abruptly (yet somehow still terraformed them). You will also notice that in the Black Garden, only the current Vex model is worshiping The Darkness, we know from VoG that older models existed before the current Vex we see in the game, this suggest the Vex were developing for some time before they found the Black Garden. Lastly, the Vex seem unwilling to simply erase humanity from existence via VoG, vaguely hinted to the fact that they can't as we share a parallel timeline.