Hi,
Do you mean having separate MLAG instances for each Virtual Router?
Shouldn't be an issue, as VRs are related to L3 operation and MLAG is per VLAN.
First thing that comes to my mind, could you please make sure of the static LAG/LACP configuration both sides?
You may post the relevant config as well so we could try to help you drilling down the case.
Hope that helps,
Tomasz