By >multiple mailboxes", do you mean multiple Google (Gmail) accounts?
My inclination is to say that it's not possible for one action to affect multiple Google (Gmail) accounts. Each account is 100% independent of the other accounts, so any action you do in one account can not affect the others and you would need to repeat it in each account.
That is, unless you are the Sysadmin for a special group of Gmail accounts, perhaps purchased (at high cost) for a corporate application, or a non-profit. That's way beyond my level of experience.
I have no experience with Google Vault.
Regards,
Andy