This functionality is in technical preview and may be changed or removed in a future release. Elastic will work to fix any issues, but features in technical preview are not subject to the support SLA of official GA features.
Currently Vega version 4.3 and Vega-Lite version 2.6 are supported.
In Vega it is possible to load data dynamically, e.g. by setting signals as data urls. This is not supported in Kibana as all data is fetched at once prior to passing it to the Vega renderer.