Vanites was my first Chanel quad, and it is definitely my most favourite one!
I think that there is definitely a difference between the US and European versions of Vanites, but not so much in the actual colour, as the intensity of it.
I had been eyeing the European version for ages, mainly because it had such an amazing colour payoff, when I would swatch it with my finger, but I read that the application for this quad to the actual eyelid is a real pain. You really have to build it, to get a decent colour payoff, otherwise all you'll end up with, is just a light hint of the colour and glitter.
I managed to get myself the US version of the quad, and I don't have this issue at all.