What do you mean by vanilla? It worked without the CK2+ Mod, but after the Mod version for HF got out, I updated the game and installed the mod, started a new game, and then this happened.
I've seen recent reports of it and Plus changes nothing about warrior lodges yet, so I highly doubt it's Plus related. Haven't seen it myself, so it's likely a somewhat rare bug.
This is a vanilla CK2 bug.
It was supposed to have been fixed in the 3.0.1.1 hotfix, but people still get that bug for some reason.
It works the first time, but then it gets stuck on the second time.
Here is the hotfix description:
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# Bug Fixes
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- English portrait pack should now display properly in early start dates.
- Custom message settings should no longer be overwritten by default values at the start of the game.
- Fixed Legendary Journey not getting any progress the second time you start it.
But some people still get that bug after the update:
https://old.reddit.com/r/CrusaderKings/comments/a5mnp4/legend_bar_stuck/
https://old.reddit.com/r/CrusaderKi...untered_a_bug_warrior_lodge_legend_bar_stuck/
Those posts refer to a fix you can try, but it seems like it doesn't work for everyone. It's still worth trying it and see if it fixes the problem.