If I understand it correctly, a "vexed question" is bothering, annoying, and frustrating us; not being bothered, annoyed, and frustrated by us. As such, I'd expect the active (present, -ing) participle, not the passive (past, -ed).
Yet, Google N-Gram shows that the term "vexed question" is about 3 times as prevalent as the "vexing question", and decades ago it was 10 or 20 times as widespread.
I remain vexed by this vexing issue.